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Soc. Generale Call 240 NXPI 20.12.../  DE000SV692L5  /

Frankfurt Zert./SG
2024-07-05  9:43:19 PM Chg.+0.370 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
4.530EUR +8.89% 4.520
Bid Size: 2,000		 4.560
Ask Size: 2,000		 NXP Semiconductors N... 240.00 USD 2024-12-20 Call
 

Master data

WKN: SV692L
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 2024-12-20
Issue date: 2023-06-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.66
Leverage: Yes

Calculated values

Fair value: 4.40
Intrinsic value: 3.46
Implied volatility: 0.33
Historic volatility: 0.30
Parity: 3.46
Time value: 1.06
Break-even: 266.61
Moneyness: 1.16
Premium: 0.04
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 0.89%
Delta: 0.80
Theta: -0.06
Omega: 4.54
Rho: 0.73
 

Quote data

Open: 4.120
High: 4.600
Low: 4.100
Previous Close: 4.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.42%
1 Month
  -1.95%
3 Months  
+48.04%
YTD  
+67.78%
1 Year  
+86.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.530 3.890
1M High / 1M Low: 5.140 3.890
6M High / 6M Low: 5.140 1.570
High (YTD): 2024-06-12 5.140
Low (YTD): 2024-01-17 1.570
52W High: 2024-06-12 5.140
52W Low: 2023-10-30 0.900
Avg. price 1W:   4.246
Avg. volume 1W:   0.000
Avg. price 1M:   4.450
Avg. volume 1M:   0.000
Avg. price 6M:   3.397
Avg. volume 6M:   0.000
Avg. price 1Y:   2.730
Avg. volume 1Y:   0.000
Volatility 1M:   84.89%
Volatility 6M:   122.39%
Volatility 1Y:   124.06%
Volatility 3Y:   -