Soc. Generale Call 190 NXPI 20.09.2024
/ DE000SW1YNT2
Soc. Generale Call 190 NXPI 20.09.../ DE000SW1YNT2 /
| 2024-06-07 9:54:52 AM |
Chg.- |
Bid8:05:48 AM |
Ask8:05:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.16EUR |
- |
7.17
Bid Size: 1,000 |
8.50
Ask Size: 1,000 |
NXP Semiconductors N... |
190.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1YNT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.81 |
| Intrinsic value: |
7.61 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
7.61 |
| Time value: |
0.27 |
| Break-even: |
254.70 |
| Moneyness: |
1.43 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.12 |
| Spread %: |
1.55% |
| Delta: |
0.96 |
| Theta: |
-0.04 |
| Omega: |
3.08 |
| Rho: |
0.47 |
Quote data
| Open: |
7.16 |
| High: |
7.16 |
| Low: |
7.16 |
| Previous Close: |
7.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.28% |
| 1 Month |
|
|
+12.23% |
| 3 Months |
|
|
+7.03% |
| YTD |
|
|
+43.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.60 |
6.80 |
| 1M High / 1M Low: |
7.90 |
6.38 |
| 6M High / 6M Low: |
7.90 |
3.04 |
| High (YTD): |
2024-05-23 |
7.90 |
| Low (YTD): |
2024-01-17 |
3.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.96% |
| Volatility 6M: |
|
120.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
