Soc. Generale Call 230 NXPI 21.03.2025
/ DE000SU92ZN2
Soc. Generale Call 230 NXPI 21.03.../ DE000SU92ZN2 /
| 10/10/2024 9:46:46 PM |
Chg.-0.160 |
Bid9:59:21 PM |
Ask9:59:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.720EUR |
-5.56% |
2.780
Bid Size: 2,000 |
2.810
Ask Size: 2,000 |
NXP Semiconductors N... |
230.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SU92ZN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
2/29/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.34 |
| Parity: |
0.48 |
| Time value: |
2.45 |
| Break-even: |
239.51 |
| Moneyness: |
1.02 |
| Premium: |
0.11 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
1.03% |
| Delta: |
0.61 |
| Theta: |
-0.09 |
| Omega: |
4.46 |
| Rho: |
0.45 |
Quote data
| Open: |
2.730 |
| High: |
2.790 |
| Low: |
2.620 |
| Previous Close: |
2.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.43% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
-56.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.880 |
2.580 |
| 1M High / 1M Low: |
3.220 |
2.370 |
| 6M High / 6M Low: |
6.890 |
2.370 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.704 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.716 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.436 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.75% |
| Volatility 6M: |
|
136.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
