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

EUWAX
2024-07-30  8:16:30 AM Chg.-0.02 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.00EUR -1.96% -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 260.00 USD 2024-09-20 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: 2024-09-20
Issue date: 2023-07-04
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.50
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.30
Parity: -0.63
Time value: 1.20
Break-even: 252.31
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.70
Spread abs.: 0.03
Spread %: 2.56%
Delta: 0.47
Theta: -0.15
Omega: 9.25
Rho: 0.14
 

Quote data

Open: 1.00
High: 1.00
Low: 1.00
Previous Close: 1.02
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -47.09%
3 Months
  -51.22%
YTD
  -37.50%
1 Year
  -52.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.20 0.81
1M High / 1M Low: 3.08 0.81
6M High / 6M Low: 3.08 0.63
High (YTD): 2024-07-17 3.08
Low (YTD): 2024-04-23 0.63
52W High: 2024-07-17 3.08
52W Low: 2023-11-01 0.41
Avg. price 1W:   1.01
Avg. volume 1W:   0.00
Avg. price 1M:   2.02
Avg. volume 1M:   0.00
Avg. price 6M:   1.88
Avg. volume 6M:   0.00
Avg. price 1Y:   1.49
Avg. volume 1Y:   0.00
Volatility 1M:   273.02%
Volatility 6M:   223.08%
Volatility 1Y:   195.90%
Volatility 3Y:   -