Soc. Generale Call 340 NXPI 20.12.2024
/ DE000SY0XNZ1
Soc. Generale Call 340 NXPI 20.12.../ DE000SY0XNZ1 /
| 2024-07-05 9:42:03 PM |
Chg.+0.130 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+19.70% |
0.780
Bid Size: 3,900 |
0.800
Ask Size: 3,900 |
NXP Semiconductors N... |
340.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SY0XNZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
-5.77 |
| Time value: |
0.79 |
| Break-even: |
321.57 |
| Moneyness: |
0.82 |
| Premium: |
0.26 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.02 |
| Spread %: |
2.60% |
| Delta: |
0.25 |
| Theta: |
-0.06 |
| Omega: |
8.04 |
| Rho: |
0.25 |
Quote data
| Open: |
0.660 |
| High: |
0.800 |
| Low: |
0.650 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.51% |
| 1 Month |
|
|
-5.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.610 |
| 1M High / 1M Low: |
1.020 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.698 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.789 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
