Soc. Generale Put 300 NXPI 20.09.2024
/ DE000SY2TS77
Soc. Generale Put 300 NXPI 20.09..../ DE000SY2TS77 /
| 06/09/2024 21:43:24 |
Chg.+0.820 |
Bid21:59:47 |
Ask21:59:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.560EUR |
+14.29% |
6.620
Bid Size: 1,000 |
6.730
Ask Size: 1,000 |
NXP Semiconductors N... |
300.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
SY2TS7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
08/07/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.06 |
| Intrinsic value: |
6.06 |
| Implied volatility: |
1.62 |
| Historic volatility: |
0.33 |
| Parity: |
6.06 |
| Time value: |
0.80 |
| Break-even: |
202.03 |
| Moneyness: |
1.29 |
| Premium: |
0.04 |
| Premium p.a.: |
1.85 |
| Spread abs.: |
0.11 |
| Spread %: |
1.63% |
| Delta: |
-0.75 |
| Theta: |
-0.76 |
| Omega: |
-2.29 |
| Rho: |
-0.08 |
Quote data
| Open: |
5.400 |
| High: |
6.660 |
| Low: |
5.340 |
| Previous Close: |
5.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.94% |
| 1 Month |
|
|
+4.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.560 |
3.510 |
| 1M High / 1M Low: |
6.560 |
3.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.422 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.810 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
