Soc. Generale Call 250 NXPI 20.09.2024
/ DE000SW1YNW6
Soc. Generale Call 250 NXPI 20.09.../ DE000SW1YNW6 /
| 2024-07-31 9:42:27 AM |
Chg.+0.14 |
Bid11:34:11 AM |
Ask11:34:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.62EUR |
+9.46% |
1.60
Bid Size: 1,900 |
1.94
Ask Size: 1,900 |
NXP Semiconductors N... |
250.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1YNW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.30 |
| Parity: |
0.69 |
| Time value: |
0.67 |
| Break-even: |
244.75 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
2.26% |
| Delta: |
0.66 |
| Theta: |
-0.10 |
| Omega: |
11.48 |
| Rho: |
0.20 |
Quote data
| Open: |
1.62 |
| High: |
1.62 |
| Low: |
1.62 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.71% |
| 1 Month |
|
|
-33.61% |
| 3 Months |
|
|
-37.45% |
| YTD |
|
|
-15.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.70 |
1.17 |
| 1M High / 1M Low: |
3.64 |
1.17 |
| 6M High / 6M Low: |
3.65 |
0.83 |
| High (YTD): |
2024-06-13 |
3.65 |
| Low (YTD): |
2024-04-23 |
0.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.72% |
| Volatility 6M: |
|
208.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
