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

EUWAX
31/07/2024  08:17:10 Chg.+0.10 Bid14:49:42 Ask14:49:42 Underlying Strike price Expiration date Option type
1.10EUR +10.00% 1.22
Bid Size: 2,500		 1.51
Ask Size: 2,500		 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: 25.32
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.30
Parity: -0.24
Time value: 0.94
Break-even: 249.79
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.41
Spread abs.: 0.02
Spread %: 2.17%
Delta: 0.50
Theta: -0.11
Omega: 12.71
Rho: 0.15
 

Quote data

Open: 1.10
High: 1.10
Low: 1.10
Previous Close: 1.00
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -41.80%
3 Months
  -46.34%
YTD
  -31.25%
1 Year
  -48.11%
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): 17/07/2024 3.08
Low (YTD): 23/04/2024 0.63
52W High: 17/07/2024 3.08
52W Low: 01/11/2023 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:   -