Soc. Generale Call 230 NXPI 20.12.2024
/ DE000SU2P5U2
Soc. Generale Call 230 NXPI 20.12.../ DE000SU2P5U2 /
9/6/2024 8:58:18 AM |
Chg.-0.17 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.10EUR |
-7.49% |
- Bid Size: - |
- Ask Size: - |
NXP Semiconductors N... |
230.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SU2P5U |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
NXP Semiconductors NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
230.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
11/23/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.91 |
Intrinsic value: |
0.60 |
Implied volatility: |
0.43 |
Historic volatility: |
0.33 |
Parity: |
0.60 |
Time value: |
1.76 |
Break-even: |
230.60 |
Moneyness: |
1.03 |
Premium: |
0.08 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.03 |
Spread %: |
1.29% |
Delta: |
0.61 |
Theta: |
-0.10 |
Omega: |
5.52 |
Rho: |
0.31 |
Quote data
Open: |
2.10 |
High: |
2.10 |
Low: |
2.10 |
Previous Close: |
2.27 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.69% |
1 Month |
|
|
-23.08% |
3 Months |
|
|
-59.77% |
YTD |
|
|
-35.38% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.29 |
2.12 |
1M High / 1M Low: |
3.61 |
2.12 |
6M High / 6M Low: |
5.97 |
2.02 |
High (YTD): |
7/17/2024 |
5.97 |
Low (YTD): |
1/17/2024 |
1.84 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.79 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.95 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.04 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
234.31% |
Volatility 6M: |
|
168.26% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |