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Soc. Generale Call 260 NXPI 20.09.../  DE000SV79EW3  /

EUWAX
16/07/2024  08:17:38 Chg.+0.27 Bid09:57:28 Ask09:57:28 Underlying Strike price Expiration date Option type
2.78EUR +10.76% 2.70
Bid Size: 1,200		 3.20
Ask Size: 1,200		 NXP Semiconductors N... 260.00 USD 20/09/2024 Call
 

Master data

WKN: SV79EW
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 20/09/2024
Issue date: 04/07/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.40
Leverage: Yes

Calculated values

Fair value: 2.50
Intrinsic value: 1.84
Implied volatility: 0.45
Historic volatility: 0.30
Parity: 1.84
Time value: 1.22
Break-even: 269.17
Moneyness: 1.08
Premium: 0.05
Premium p.a.: 0.29
Spread abs.: 0.04
Spread %: 1.32%
Delta: 0.70
Theta: -0.15
Omega: 5.86
Rho: 0.27
 

Quote data

Open: 2.78
High: 2.78
Low: 2.78
Previous Close: 2.51
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.32%
1 Month  
+5.70%
3 Months  
+141.74%
YTD  
+73.75%
1 Year  
+59.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.70 2.26
1M High / 1M Low: 2.70 1.77
6M High / 6M Low: 2.93 0.63
High (YTD): 23/05/2024 2.93
Low (YTD): 23/04/2024 0.63
52W High: 23/05/2024 2.93
52W Low: 01/11/2023 0.41
Avg. price 1W:   2.46
Avg. volume 1W:   0.00
Avg. price 1M:   2.22
Avg. volume 1M:   0.00
Avg. price 6M:   1.82
Avg. volume 6M:   0.00
Avg. price 1Y:   1.50
Avg. volume 1Y:   0.00
Volatility 1M:   192.62%
Volatility 6M:   214.08%
Volatility 1Y:   187.43%
Volatility 3Y:   -