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

Frankfurt Zert./SG
10/9/2024  9:39:20 PM Chg.+0.020 Bid9:58:11 PM Ask9:58:11 PM Underlying Strike price Expiration date Option type
0.450EUR +4.65% 0.470
Bid Size: 6,400		 0.480
Ask Size: 6,400		 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: 50.71
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.34
Parity: -4.21
Time value: 0.42
Break-even: 259.31
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 1.71
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.20
Theta: -0.08
Omega: 10.32
Rho: 0.08
 

Quote data

Open: 0.350
High: 0.470
Low: 0.320
Previous Close: 0.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -15.09%
3 Months
  -81.48%
YTD
  -70.00%
1 Year
  -57.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.390
1M High / 1M Low: 0.630 0.390
6M High / 6M Low: 3.230 0.390
High (YTD): 7/16/2024 3.230
Low (YTD): 10/7/2024 0.390
52W High: 7/16/2024 3.230
52W Low: 10/7/2024 0.390
Avg. price 1W:   0.422
Avg. volume 1W:   0.000
Avg. price 1M:   0.470
Avg. volume 1M:   1,620.545
Avg. price 6M:   1.642
Avg. volume 6M:   274.246
Avg. price 1Y:   1.436
Avg. volume 1Y:   139.266
Volatility 1M:   290.25%
Volatility 6M:   227.47%
Volatility 1Y:   195.96%
Volatility 3Y:   -