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

EUWAX
10/9/2024  8:19:16 AM Chg.-0.100 Bid4:35:29 PM Ask4:35:29 PM Underlying Strike price Expiration date Option type
0.700EUR -12.50% 0.850
Bid Size: 100,000		 0.870
Ask Size: 100,000		 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: 25.36
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.34
Parity: -2.39
Time value: 0.84
Break-even: 245.29
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 1.05
Spread abs.: 0.02
Spread %: 2.44%
Delta: 0.34
Theta: -0.11
Omega: 8.58
Rho: 0.13
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.48%
1 Month
  -17.65%
3 Months
  -79.47%
YTD
  -66.51%
1 Year
  -48.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.670
1M High / 1M Low: 1.060 0.670
6M High / 6M Low: 3.990 0.670
High (YTD): 7/17/2024 3.990
Low (YTD): 10/2/2024 0.670
52W High: 7/17/2024 3.990
52W Low: 11/1/2023 0.640
Avg. price 1W:   0.774
Avg. volume 1W:   0.000
Avg. price 1M:   0.814
Avg. volume 1M:   0.000
Avg. price 6M:   2.235
Avg. volume 6M:   0.000
Avg. price 1Y:   1.949
Avg. volume 1Y:   0.000
Volatility 1M:   243.68%
Volatility 6M:   240.45%
Volatility 1Y:   202.13%
Volatility 3Y:   -