Soc. Generale Call 230 NXPI 20.09.2024
/ DE000SW1YNV8
Soc. Generale Call 230 NXPI 20.09.../ DE000SW1YNV8 /
| 2024-06-21 12:32:14 PM |
Chg.-0.47 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.72EUR |
-11.22% |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
230.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1YNV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 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: |
5.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.10 |
| Intrinsic value: |
3.69 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.30 |
| Parity: |
3.69 |
| Time value: |
0.80 |
| Break-even: |
260.01 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
1.35% |
| Delta: |
0.81 |
| Theta: |
-0.10 |
| Omega: |
4.56 |
| Rho: |
0.39 |
Quote data
| Open: |
3.58 |
| High: |
3.72 |
| Low: |
3.58 |
| Previous Close: |
4.19 |
| Turnover: |
1,488 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.40% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
+15.89% |
| YTD |
|
|
+38.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.19 |
3.72 |
| 1M High / 1M Low: |
4.85 |
3.72 |
| 6M High / 6M Low: |
4.85 |
1.25 |
| High (YTD): |
2024-06-13 |
4.85 |
| Low (YTD): |
2024-04-23 |
1.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.00 |
| Avg. volume 1W: |
|
80 |
| Avg. price 1M: |
|
4.34 |
| Avg. volume 1M: |
|
1,056.27 |
| Avg. price 6M: |
|
2.92 |
| Avg. volume 6M: |
|
721.53 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.82% |
| Volatility 6M: |
|
215.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
