Soc. Generale Call 270 NXPI 20.12.2024
/ DE000SU6FB68
Soc. Generale Call 270 NXPI 20.12.../ DE000SU6FB68 /
05/09/2024 21:49:19 |
Chg.-0.080 |
Bid21:59:51 |
Ask21:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
0.890EUR |
-8.25% |
0.910 Bid Size: 4,000 |
0.930 Ask Size: 4,000 |
NXP Semiconductors N... |
270.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
SU6FB6 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
NXP Semiconductors NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
270.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
29/12/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
21.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.33 |
Parity: |
-3.17 |
Time value: |
0.99 |
Break-even: |
253.58 |
Moneyness: |
0.87 |
Premium: |
0.20 |
Premium p.a.: |
0.85 |
Spread abs.: |
0.02 |
Spread %: |
2.06% |
Delta: |
0.34 |
Theta: |
-0.09 |
Omega: |
7.19 |
Rho: |
0.18 |
Quote data
Open: |
0.840 |
High: |
0.960 |
Low: |
0.810 |
Previous Close: |
0.970 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-31.01% |
1 Month |
|
|
-29.37% |
3 Months |
|
|
-71.10% |
YTD |
|
|
-50.56% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.480 |
0.870 |
1M High / 1M Low: |
1.590 |
0.870 |
6M High / 6M Low: |
3.780 |
0.870 |
High (YTD): |
16/07/2024 |
3.780 |
Low (YTD): |
03/09/2024 |
0.870 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.206 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.314 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.263 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
274.36% |
Volatility 6M: |
|
192.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |