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

EUWAX
2024-07-05  8:17:44 AM Chg.-0.01 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
3.04EUR -0.33% -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 260.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-07-04
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.69
Leverage: Yes

Calculated values

Fair value: 3.15
Intrinsic value: 1.61
Implied volatility: 0.33
Historic volatility: 0.30
Parity: 1.61
Time value: 1.72
Break-even: 273.16
Moneyness: 1.07
Premium: 0.07
Premium p.a.: 0.15
Spread abs.: 0.04
Spread %: 1.22%
Delta: 0.68
Theta: -0.07
Omega: 5.26
Rho: 0.65
 

Quote data

Open: 3.04
High: 3.04
Low: 3.04
Previous Close: 3.05
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.75%
1 Month
  -5.88%
3 Months  
+42.06%
YTD  
+45.45%
1 Year  
+64.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.10 2.65
1M High / 1M Low: 3.74 2.65
6M High / 6M Low: 3.78 1.08
High (YTD): 2024-05-23 3.78
Low (YTD): 2024-01-17 1.08
52W High: 2024-05-23 3.78
52W Low: 2023-11-01 0.64
Avg. price 1W:   2.97
Avg. volume 1W:   0.00
Avg. price 1M:   3.15
Avg. volume 1M:   0.00
Avg. price 6M:   2.41
Avg. volume 6M:   0.00
Avg. price 1Y:   2.00
Avg. volume 1Y:   0.00
Volatility 1M:   129.54%
Volatility 6M:   161.33%
Volatility 1Y:   148.61%
Volatility 3Y:   -