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

Frankfurt Zert./SG
7/15/2024  9:41:57 PM Chg.+0.210 Bid8:03:52 AM Ask8:03:52 AM Underlying Strike price Expiration date Option type
3.970EUR +5.59% 3.700
Bid Size: 1,000		 4.170
Ask Size: 1,000		 NXP Semiconductors N... 260.00 USD 12/20/2024 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: 12/20/2024
Issue date: 7/4/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.76
Leverage: Yes

Calculated values

Fair value: 2.95
Intrinsic value: 1.42
Implied volatility: 0.43
Historic volatility: 0.30
Parity: 1.42
Time value: 2.32
Break-even: 276.25
Moneyness: 1.06
Premium: 0.09
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 0.81%
Delta: 0.66
Theta: -0.10
Omega: 4.43
Rho: 0.56
 

Quote data

Open: 3.560
High: 3.990
Low: 3.470
Previous Close: 3.760
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.80%
1 Month  
+20.30%
3 Months  
+110.05%
YTD  
+93.66%
1 Year  
+88.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.970 3.370
1M High / 1M Low: 3.970 2.870
6M High / 6M Low: 3.970 1.140
High (YTD): 7/15/2024 3.970
Low (YTD): 1/17/2024 1.140
52W High: 7/15/2024 3.970
52W Low: 10/30/2023 0.680
Avg. price 1W:   3.694
Avg. volume 1W:   0.000
Avg. price 1M:   3.305
Avg. volume 1M:   0.000
Avg. price 6M:   2.634
Avg. volume 6M:   0.000
Avg. price 1Y:   2.094
Avg. volume 1Y:   0.000
Volatility 1M:   104.14%
Volatility 6M:   139.20%
Volatility 1Y:   134.33%
Volatility 3Y:   -