Soc. Generale Call 320 NXPI 20.12.2024
/ DE000SW97BR9
Soc. Generale Call 320 NXPI 20.12.../ DE000SW97BR9 /
| 30/07/2024 09:52:26 |
Chg.+0.030 |
Bid16:41:26 |
Ask16:41:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+5.77% |
0.590
Bid Size: 100,000 |
0.600
Ask Size: 100,000 |
NXP Semiconductors N... |
320.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SW97BR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
-6.18 |
| Time value: |
0.63 |
| Break-even: |
302.07 |
| Moneyness: |
0.79 |
| Premium: |
0.29 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.01 |
| Spread %: |
1.61% |
| Delta: |
0.22 |
| Theta: |
-0.06 |
| Omega: |
8.05 |
| Rho: |
0.17 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.84% |
| 1 Month |
|
|
-37.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.460 |
| 1M High / 1M Low: |
1.380 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.978 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
