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Soc. Generale Call 280 NXPI 20.12.../  DE000SV9W0U5  /

Frankfurt Zert./SG
7/5/2024  9:40:43 PM Chg.+0.260 Bid9:59:36 PM Ask9:59:36 PM Underlying Strike price Expiration date Option type
2.380EUR +12.26% 2.370
Bid Size: 2,000		 2.400
Ask Size: 2,000		 NXP Semiconductors N... 280.00 USD 12/20/2024 Call
 

Master data

WKN: SV9W0U
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 280.00 USD
Maturity: 12/20/2024
Issue date: 7/19/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.80
Leverage: Yes

Calculated values

Fair value: 2.16
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.30
Parity: -0.23
Time value: 2.37
Break-even: 282.02
Moneyness: 0.99
Premium: 0.10
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 1.28%
Delta: 0.56
Theta: -0.08
Omega: 6.03
Rho: 0.55
 

Quote data

Open: 2.100
High: 2.400
Low: 2.080
Previous Close: 2.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.81%
1 Month
  -5.56%
3 Months  
+33.71%
YTD  
+58.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.380 1.970
1M High / 1M Low: 2.870 1.970
6M High / 6M Low: 2.900 0.790
High (YTD): 5/28/2024 2.900
Low (YTD): 1/17/2024 0.790
52W High: - -
52W Low: - -
Avg. price 1W:   2.184
Avg. volume 1W:   0.000
Avg. price 1M:   2.353
Avg. volume 1M:   0.000
Avg. price 6M:   1.830
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.68%
Volatility 6M:   151.68%
Volatility 1Y:   -
Volatility 3Y:   -