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Soc. Generale Call 220 NXPI 20.09.../  DE000SQ8Z3Q5  /

EUWAX
2024-06-21  9:47:32 AM Chg.-0.53 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
4.45EUR -10.64% -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 220.00 - 2024-09-20 Call
 

Master data

WKN: SQ8Z3Q
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.68
Leverage: Yes

Calculated values

Fair value: 3.70
Intrinsic value: 3.20
Implied volatility: 0.74
Historic volatility: 0.30
Parity: 3.20
Time value: 2.19
Break-even: 273.90
Moneyness: 1.15
Premium: 0.09
Premium p.a.: 0.40
Spread abs.: 0.07
Spread %: 1.32%
Delta: 0.72
Theta: -0.19
Omega: 3.36
Rho: 0.31
 

Quote data

Open: 4.45
High: 4.45
Low: 4.45
Previous Close: 4.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.24%
1 Month
  -19.09%
3 Months  
+18.98%
YTD  
+37.35%
1 Year  
+117.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.98 4.45
1M High / 1M Low: 5.69 4.45
6M High / 6M Low: 5.69 1.70
High (YTD): 2024-06-13 5.69
Low (YTD): 2024-01-17 1.70
52W High: 2024-06-13 5.69
52W Low: 2023-10-30 1.01
Avg. price 1W:   4.78
Avg. volume 1W:   0.00
Avg. price 1M:   5.06
Avg. volume 1M:   0.00
Avg. price 6M:   3.57
Avg. volume 6M:   0.00
Avg. price 1Y:   2.95
Avg. volume 1Y:   0.00
Volatility 1M:   105.13%
Volatility 6M:   155.48%
Volatility 1Y:   140.98%
Volatility 3Y:   -