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Soc. Generale Call 170 NXPI 20.09.../  DE000SW3M093  /

Frankfurt Zert./SG
2024-06-07  9:41:04 PM Chg.+0.060 Bid9:59:17 PM Ask9:59:17 PM Underlying Strike price Expiration date Option type
9.590EUR +0.63% 9.560
Bid Size: 1,000		 9.690
Ask Size: 1,000		 NXP Semiconductors N... 170.00 USD 2024-09-20 Call
 

Master data

WKN: SW3M09
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-19
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.61
Leverage: Yes

Calculated values

Fair value: 9.63
Intrinsic value: 9.46
Implied volatility: 0.44
Historic volatility: 0.30
Parity: 9.46
Time value: 0.20
Break-even: 253.98
Moneyness: 1.60
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.13
Spread %: 1.36%
Delta: 0.99
Theta: -0.03
Omega: 2.57
Rho: 0.43
 

Quote data

Open: 8.950
High: 9.880
Low: 8.880
Previous Close: 9.530
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.27%
1 Month  
+10.61%
3 Months  
+18.84%
YTD  
+52.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.740 8.970
1M High / 1M Low: 10.140 8.670
6M High / 6M Low: 10.140 4.320
High (YTD): 2024-05-28 10.140
Low (YTD): 2024-01-17 4.320
52W High: - -
52W Low: - -
Avg. price 1W:   9.384
Avg. volume 1W:   0.000
Avg. price 1M:   9.481
Avg. volume 1M:   0.000
Avg. price 6M:   7.001
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.52%
Volatility 6M:   89.10%
Volatility 1Y:   -
Volatility 3Y:   -