Soc. Generale Call 300 NXPI 20.09.2024
/ DE000SU92ZK8
Soc. Generale Call 300 NXPI 20.09.../ DE000SU92ZK8 /
| 2024-06-07 9:27:39 AM |
Chg.-0.100 |
Bid7:49:15 AM |
Ask7:49:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-10.53% |
0.830
Bid Size: 3,700 |
1.060
Ask Size: 3,700 |
NXP Semiconductors N... |
300.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU92ZK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 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: |
26.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.30 |
| Parity: |
-2.57 |
| Time value: |
0.95 |
| Break-even: |
287.24 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.02 |
| Spread %: |
2.15% |
| Delta: |
0.35 |
| Theta: |
-0.09 |
| Omega: |
9.18 |
| Rho: |
0.22 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.59% |
| 1 Month |
|
|
+14.86% |
| 3 Months |
|
|
-38.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.690 |
| 1M High / 1M Low: |
1.150 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.901 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
