OverviewChartNewsTraderScreen

Soc. Generale Call 270 NXPI 20.12.../  DE000SU6FB68  /

Frankfurt Zert./SG
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:   -