OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
2024-07-31  8:48:58 AM Chg.+0.150 Bid8:52:26 AM Ask8:52:26 AM Underlying Strike price Expiration date Option type
1.450EUR +11.54% 1.450
Bid Size: 2,100		 1.750
Ask Size: 2,100		 NXP Semiconductors N... 280.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-07-19
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.60
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.30
Parity: -2.48
Time value: 1.50
Break-even: 273.80
Moneyness: 0.90
Premium: 0.17
Premium p.a.: 0.49
Spread abs.: 0.02
Spread %: 1.35%
Delta: 0.41
Theta: -0.09
Omega: 6.41
Rho: 0.32
 

Quote data

Open: 1.400
High: 1.450
Low: 1.400
Previous Close: 1.300
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.33%
1 Month
  -33.49%
3 Months
  -31.92%
YTD
  -3.33%
1 Year
  -27.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.580 1.230
1M High / 1M Low: 3.230 1.230
6M High / 6M Low: 3.230 0.830
High (YTD): 2024-07-16 3.230
Low (YTD): 2024-01-17 0.790
52W High: 2024-07-16 3.230
52W Low: 2023-11-01 0.490
Avg. price 1W:   1.396
Avg. volume 1W:   0.000
Avg. price 1M:   2.241
Avg. volume 1M:   0.000
Avg. price 6M:   1.998
Avg. volume 6M:   0.000
Avg. price 1Y:   1.544
Avg. volume 1Y:   0.000
Volatility 1M:   252.72%
Volatility 6M:   172.04%
Volatility 1Y:   156.88%
Volatility 3Y:   -