Soc. Generale Call 270 NXPI 20.12.2024
/ DE000SU6FB68
Soc. Generale Call 270 NXPI 20.12.../ DE000SU6FB68 /
| 2024-07-05 3:26:54 PM |
Chg.+0.12 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.69EUR |
+4.67% |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
270.00 USD |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-12-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.62 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.30 |
| Parity: |
0.69 |
| Time value: |
2.13 |
| Break-even: |
277.29 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
1.08% |
| Delta: |
0.62 |
| Theta: |
-0.08 |
| Omega: |
5.64 |
| Rho: |
0.60 |
Quote data
| Open: |
2.56 |
| High: |
2.69 |
| Low: |
2.55 |
| Previous Close: |
2.57 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.47% |
| 1 Month |
|
|
-1.47% |
| 3 Months |
|
|
+47.80% |
| YTD |
|
|
+52.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.69 |
2.20 |
| 1M High / 1M Low: |
3.24 |
2.20 |
| 6M High / 6M Low: |
3.26 |
0.90 |
| High (YTD): |
2024-05-23 |
3.26 |
| Low (YTD): |
2024-01-17 |
0.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.90% |
| Volatility 6M: |
|
177.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
