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Soc. Generale Call 250 NXPI 20.09.../  DE000SW1YNW6  /

EUWAX
9/6/2024  9:37:34 AM Chg.-0.130 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.170EUR -43.33% -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 250.00 USD 9/20/2024 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: 9/20/2024
Issue date: 8/7/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 73.45
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.33
Parity: -1.20
Time value: 0.29
Break-even: 227.90
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 4.83
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.28
Theta: -0.22
Omega: 20.23
Rho: 0.02
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -76.71%
1 Month
  -80.90%
3 Months
  -94.82%
YTD
  -91.10%
1 Year
  -89.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.230
1M High / 1M Low: 1.330 0.230
6M High / 6M Low: 3.650 0.230
High (YTD): 6/13/2024 3.650
Low (YTD): 9/4/2024 0.230
52W High: 6/13/2024 3.650
52W Low: 9/4/2024 0.230
Avg. price 1W:   0.602
Avg. volume 1W:   0.000
Avg. price 1M:   0.814
Avg. volume 1M:   0.000
Avg. price 6M:   2.134
Avg. volume 6M:   0.000
Avg. price 1Y:   1.724
Avg. volume 1Y:   0.000
Volatility 1M:   563.67%
Volatility 6M:   321.09%
Volatility 1Y:   259.51%
Volatility 3Y:   -