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Soc. Generale Call 160 NXPI 20.09.../  DE000SV1BVP2  /

EUWAX
2024-06-21  8:09:44 AM Chg.-0.66 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
9.40EUR -6.56% -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 160.00 USD 2024-09-20 Call
 

Master data

WKN: SV1BVP
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-21
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.36
Leverage: Yes

Calculated values

Fair value: 10.37
Intrinsic value: 10.24
Implied volatility: 0.81
Historic volatility: 0.30
Parity: 10.24
Time value: 0.46
Break-even: 256.64
Moneyness: 1.68
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.10
Spread %: 0.94%
Delta: 0.94
Theta: -0.08
Omega: 2.20
Rho: 0.32
 

Quote data

Open: 9.40
High: 9.40
Low: 9.40
Previous Close: 10.06
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.53%
1 Month
  -7.30%
3 Months  
+20.05%
YTD  
+32.96%
1 Year  
+85.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.06 9.40
1M High / 1M Low: 10.76 9.33
6M High / 6M Low: 10.76 4.90
High (YTD): 2024-06-13 10.76
Low (YTD): 2024-01-17 4.90
52W High: 2024-06-13 10.76
52W Low: 2023-11-01 3.02
Avg. price 1W:   9.82
Avg. volume 1W:   0.00
Avg. price 1M:   10.03
Avg. volume 1M:   0.00
Avg. price 6M:   7.71
Avg. volume 6M:   0.00
Avg. price 1Y:   6.54
Avg. volume 1Y:   0.00
Volatility 1M:   64.15%
Volatility 6M:   84.61%
Volatility 1Y:   85.89%
Volatility 3Y:   -