Soc. Generale Call 250 NXPI 20.09.2024
/ DE000SW1YNW6
Soc. Generale Call 250 NXPI 20.09.../ DE000SW1YNW6 /
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: |
|
- |