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

EUWAX
2024-05-24  9:53:25 AM Chg.-0.30 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
5.20EUR -5.45% -
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: 4.42
Leverage: Yes

Calculated values

Fair value: 4.38
Intrinsic value: 3.70
Implied volatility: 0.65
Historic volatility: 0.32
Parity: 3.70
Time value: 2.12
Break-even: 278.20
Moneyness: 1.17
Premium: 0.08
Premium p.a.: 0.28
Spread abs.: 0.06
Spread %: 1.04%
Delta: 0.74
Theta: -0.15
Omega: 3.26
Rho: 0.43
 

Quote data

Open: 5.20
High: 5.20
Low: 5.20
Previous Close: 5.50
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.79%
1 Month  
+99.23%
3 Months  
+53.39%
YTD  
+60.49%
1 Year  
+271.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.50 4.73
1M High / 1M Low: 5.50 2.61
6M High / 6M Low: 5.50 1.68
High (YTD): 2024-05-23 5.50
Low (YTD): 2024-01-17 1.70
52W High: 2024-05-23 5.50
52W Low: 2023-10-30 1.01
Avg. price 1W:   5.14
Avg. volume 1W:   0.00
Avg. price 1M:   4.38
Avg. volume 1M:   0.00
Avg. price 6M:   3.16
Avg. volume 6M:   0.00
Avg. price 1Y:   2.71
Avg. volume 1Y:   0.00
Volatility 1M:   123.69%
Volatility 6M:   159.53%
Volatility 1Y:   145.41%
Volatility 3Y:   -