Soc. Generale Call 260 NXPI 20.09.2024
/ DE000SV79EW3
Soc. Generale Call 260 NXPI 20.09.../ DE000SV79EW3 /
| 27/06/2024 08:17:17 |
Chg.-0.25 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
-11.16% |
-
Bid Size: - |
-
Ask Size: - |
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: |
11.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.30 |
| Parity: |
0.96 |
| Time value: |
1.24 |
| Break-even: |
265.45 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
1.38% |
| Delta: |
0.65 |
| Theta: |
-0.10 |
| Omega: |
7.44 |
| Rho: |
0.33 |
Quote data
| Open: |
1.99 |
| High: |
1.99 |
| Low: |
1.99 |
| Previous Close: |
2.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-27.11% |
| 3 Months |
|
|
+12.43% |
| YTD |
|
|
+24.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.31 |
1.99 |
| 1M High / 1M Low: |
2.86 |
1.99 |
| 6M High / 6M Low: |
2.93 |
0.63 |
| High (YTD): |
23/05/2024 |
2.93 |
| Low (YTD): |
23/04/2024 |
0.63 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.54% |
| Volatility 6M: |
|
212.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
