Soc. Generale Call 290 NXPI 20.09.2024
/ DE000SU92ZJ0
Soc. Generale Call 290 NXPI 20.09.../ DE000SU92ZJ0 /
| 2024-06-07 9:44:43 PM |
Chg.-0.030 |
Bid9:59:21 PM |
Ask9:59:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
-2.34% |
1.230
Bid Size: 3,000 |
1.260
Ask Size: 3,000 |
NXP Semiconductors N... |
290.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU92ZJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.30 |
| Parity: |
-1.65 |
| Time value: |
1.25 |
| Break-even: |
280.98 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.03 |
| Spread %: |
2.46% |
| Delta: |
0.42 |
| Theta: |
-0.09 |
| Omega: |
8.45 |
| Rho: |
0.27 |
Quote data
| Open: |
1.130 |
| High: |
1.400 |
| Low: |
1.050 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.10% |
| 1 Month |
|
|
+17.92% |
| 3 Months |
|
|
-12.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
1.040 |
| 1M High / 1M Low: |
1.600 |
1.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.303 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
