Soc. Generale Put 260 NXPI 20.12.2024
/ DE000SY7F1T2
Soc. Generale Put 260 NXPI 20.12..../ DE000SY7F1T2 /
| 11/12/2024 9:37:44 PM |
Chg.+0.120 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.400EUR |
+3.66% |
3.420
Bid Size: 1,000 |
3.460
Ask Size: 1,000 |
NXP Semiconductors N... |
260.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
SY7F1T |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
8/16/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.16 |
| Intrinsic value: |
3.08 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.35 |
| Parity: |
3.08 |
| Time value: |
0.19 |
| Break-even: |
211.13 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.93% |
| Delta: |
-0.82 |
| Theta: |
-0.08 |
| Omega: |
-5.34 |
| Rho: |
-0.22 |
Quote data
| Open: |
3.040 |
| High: |
3.630 |
| Low: |
2.990 |
| Previous Close: |
3.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.58% |
| 1 Month |
|
|
+28.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.420 |
2.530 |
| 1M High / 1M Low: |
3.420 |
1.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.958 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.734 |
| Avg. volume 1M: |
|
319.524 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
