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Soc. Generale Call 150 NXPI 21.06.../  DE000SV44AF0  /

Frankfurt Zert./SG
2024-06-11  9:03:02 PM Chg.+0.150 Bid9:25:35 PM Ask9:25:35 PM Underlying Strike price Expiration date Option type
11.810EUR +1.29% 11.790
Bid Size: 40,000		 11.890
Ask Size: 40,000		 NXP Semiconductors N... 150.00 USD 2024-06-21 Call
 

Master data

WKN: SV44AF
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.16
Leverage: Yes

Calculated values

Fair value: 11.68
Intrinsic value: 11.66
Implied volatility: 2.29
Historic volatility: 0.30
Parity: 11.66
Time value: 0.18
Break-even: 257.76
Moneyness: 1.84
Premium: 0.01
Premium p.a.: 0.28
Spread abs.: 0.13
Spread %: 1.11%
Delta: 0.96
Theta: -0.40
Omega: 2.08
Rho: 0.04
 

Quote data

Open: 11.100
High: 11.810
Low: 10.990
Previous Close: 11.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.21%
1 Month  
+13.45%
3 Months  
+23.92%
YTD  
+58.31%
1 Year  
+147.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.660 10.620
1M High / 1M Low: 11.810 10.570
6M High / 6M Low: 11.810 5.390
High (YTD): 2024-05-28 11.810
Low (YTD): 2024-01-17 5.390
52W High: 2024-05-28 11.810
52W Low: 2023-10-30 3.300
Avg. price 1W:   11.220
Avg. volume 1W:   0.000
Avg. price 1M:   11.250
Avg. volume 1M:   0.000
Avg. price 6M:   8.424
Avg. volume 6M:   0.000
Avg. price 1Y:   7.015
Avg. volume 1Y:   0.000
Volatility 1M:   52.82%
Volatility 6M:   78.46%
Volatility 1Y:   82.17%
Volatility 3Y:   -