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

EUWAX
11/12/2024  8:20:03 AM Chg.-0.120 Bid2:36:54 PM Ask2:36:54 PM Underlying Strike price Expiration date Option type
0.130EUR -48.00% 0.140
Bid Size: 10,000		 0.220
Ask Size: 10,000		 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: 118.33
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.35
Parity: -3.08
Time value: 0.18
Break-even: 245.63
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 2.93
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.15
Theta: -0.08
Omega: 17.27
Rho: 0.03
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -82.43%
3 Months
  -91.39%
YTD
  -93.78%
1 Year
  -85.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.150
1M High / 1M Low: 1.200 0.150
6M High / 6M Low: 3.990 0.150
High (YTD): 7/17/2024 3.990
Low (YTD): 11/5/2024 0.150
52W High: 7/17/2024 3.990
52W Low: 11/5/2024 0.150
Avg. price 1W:   0.228
Avg. volume 1W:   0.000
Avg. price 1M:   0.617
Avg. volume 1M:   1,327.143
Avg. price 6M:   1.954
Avg. volume 6M:   212.748
Avg. price 1Y:   1.916
Avg. volume 1Y:   109.294
Volatility 1M:   475.04%
Volatility 6M:   287.00%
Volatility 1Y:   236.02%
Volatility 3Y:   -