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Soc. Generale Call 180 NXPI 20.09.../  DE000SQ8Z3N2  /

Frankfurt Zert./SG
6/7/2024  9:49:55 PM Chg.+0.100 Bid9:59:17 PM Ask9:59:17 PM Underlying Strike price Expiration date Option type
8.740EUR +1.16% 8.670
Bid Size: 1,000		 8.800
Ask Size: 1,000		 NXP Semiconductors N... 180.00 USD 9/20/2024 Call
 

Master data

WKN: SQ8Z3N
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 9/20/2024
Issue date: 2/13/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.88
Leverage: Yes

Calculated values

Fair value: 8.71
Intrinsic value: 8.54
Implied volatility: 0.42
Historic volatility: 0.30
Parity: 8.54
Time value: 0.22
Break-even: 254.24
Moneyness: 1.51
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.13
Spread %: 1.51%
Delta: 0.98
Theta: -0.03
Omega: 2.81
Rho: 0.45
 

Quote data

Open: 8.080
High: 9.070
Low: 8.040
Previous Close: 8.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.85%
1 Month  
+10.91%
3 Months  
+20.22%
YTD  
+56.63%
1 Year  
+155.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.850 8.100
1M High / 1M Low: 9.240 7.880
6M High / 6M Low: 9.240 3.750
High (YTD): 5/28/2024 9.240
Low (YTD): 1/17/2024 3.750
52W High: 5/28/2024 9.240
52W Low: 10/30/2023 2.200
Avg. price 1W:   8.502
Avg. volume 1W:   0.000
Avg. price 1M:   8.638
Avg. volume 1M:   0.000
Avg. price 6M:   6.233
Avg. volume 6M:   0.000
Avg. price 1Y:   5.156
Avg. volume 1Y:   0.000
Volatility 1M:   65.50%
Volatility 6M:   95.34%
Volatility 1Y:   96.48%
Volatility 3Y:   -