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Soc. Generale Call 260 NXPI 20.12.../  DE000SV79EX1  /

Frankfurt Zert./SG
18/10/2024  21:46:53 Chg.-0.060 Bid21:58:06 Ask21:58:06 Underlying Strike price Expiration date Option type
0.630EUR -8.70% 0.650
Bid Size: 4,700		 0.660
Ask Size: 4,700		 NXP Semiconductors N... 260.00 USD 20/12/2024 Call
 

Master data

WKN: SV79EX
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 20/12/2024
Issue date: 04/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.73
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.33
Parity: -2.32
Time value: 0.66
Break-even: 245.84
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 1.14
Spread abs.: 0.01
Spread %: 1.54%
Delta: 0.31
Theta: -0.11
Omega: 10.15
Rho: 0.10
 

Quote data

Open: 0.590
High: 0.710
Low: 0.590
Previous Close: 0.690
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -39.42%
3 Months
  -80.62%
YTD
  -69.27%
1 Year
  -44.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.630
1M High / 1M Low: 1.170 0.630
6M High / 6M Low: 4.350 0.630
High (YTD): 16/07/2024 4.350
Low (YTD): 18/10/2024 0.630
52W High: 16/07/2024 4.350
52W Low: 18/10/2024 0.630
Avg. price 1W:   0.746
Avg. volume 1W:   0.000
Avg. price 1M:   0.849
Avg. volume 1M:   0.000
Avg. price 6M:   2.284
Avg. volume 6M:   0.000
Avg. price 1Y:   2.010
Avg. volume 1Y:   0.000
Volatility 1M:   264.45%
Volatility 6M:   202.11%
Volatility 1Y:   178.76%
Volatility 3Y:   -