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Soc. Generale Call 250 NXPI 20.09.../  DE000SW1YNW6  /

Frankfurt Zert./SG
2024-06-07  9:48:24 PM Chg.+0.020 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
3.210EUR +0.63% 3.140
Bid Size: 2,000		 3.190
Ask Size: 2,000		 NXP Semiconductors N... 250.00 USD 2024-09-20 Call
 

Master data

WKN: SW1YNW
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 250.00 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: 7.95
Leverage: Yes

Calculated values

Fair value: 2.95
Intrinsic value: 2.06
Implied volatility: 0.35
Historic volatility: 0.30
Parity: 2.06
Time value: 1.11
Break-even: 263.15
Moneyness: 1.09
Premium: 0.04
Premium p.a.: 0.16
Spread abs.: 0.05
Spread %: 1.60%
Delta: 0.73
Theta: -0.09
Omega: 5.78
Rho: 0.43
 

Quote data

Open: 2.960
High: 3.400
Low: 2.810
Previous Close: 3.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.63%
1 Month  
+20.68%
3 Months  
+12.63%
YTD  
+70.74%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.340 2.760
1M High / 1M Low: 3.680 2.660
6M High / 6M Low: 3.680 0.900
High (YTD): 2024-05-28 3.680
Low (YTD): 2024-01-17 0.900
52W High: - -
52W Low: - -
Avg. price 1W:   3.070
Avg. volume 1W:   0.000
Avg. price 1M:   3.181
Avg. volume 1M:   0.000
Avg. price 6M:   2.071
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.78%
Volatility 6M:   171.97%
Volatility 1Y:   -
Volatility 3Y:   -