Soc. Generale Call 250 NXPI 20.09.2024
/ DE000SW1YNW6
Soc. Generale Call 250 NXPI 20.09.../ DE000SW1YNW6 /
| 2024-05-17 9:58:40 AM |
Chg.-0.19 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.87EUR |
-6.21% |
-
Bid Size: - |
-
Ask Size: - |
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: |
8.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.32 |
| Parity: |
1.60 |
| Time value: |
1.36 |
| Break-even: |
259.62 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
1.02% |
| Delta: |
0.69 |
| Theta: |
-0.08 |
| Omega: |
5.76 |
| Rho: |
0.48 |
Quote data
| Open: |
2.87 |
| High: |
2.87 |
| Low: |
2.87 |
| Previous Close: |
3.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+115.79% |
| 3 Months |
|
|
+57.69% |
| YTD |
|
|
+50.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.06 |
2.58 |
| 1M High / 1M Low: |
3.06 |
0.83 |
| 6M High / 6M Low: |
3.07 |
0.83 |
| High (YTD): |
2024-03-08 |
3.07 |
| Low (YTD): |
2024-04-23 |
0.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.76% |
| Volatility 6M: |
|
205.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
