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Soc. Generale Call 160 NXPI 21.06.../  DE000SQ4E6S3  /

Frankfurt Zert./SG
2024-06-05  9:58:32 AM Chg.-0.610 Bid10:01:41 AM Ask10:01:41 AM Underlying Strike price Expiration date Option type
9.090EUR -6.29% 9.090
Bid Size: 1,000		 10.430
Ask Size: 1,000		 NXP Semiconductors N... 160.00 - 2024-06-21 Call
 

Master data

WKN: SQ4E6S
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2022-11-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.49
Leverage: Yes

Calculated values

Fair value: 8.53
Intrinsic value: 8.50
Implied volatility: 2.62
Historic volatility: 0.31
Parity: 8.50
Time value: 1.35
Break-even: 258.50
Moneyness: 1.53
Premium: 0.06
Premium p.a.: 2.40
Spread abs.: 0.13
Spread %: 1.34%
Delta: 0.85
Theta: -0.97
Omega: 2.12
Rho: 0.05
 

Quote data

Open: 9.170
High: 9.170
Low: 9.090
Previous Close: 9.700
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.57%
1 Month
  -0.76%
3 Months  
+10.32%
YTD  
+36.28%
1 Year  
+152.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.640 9.700
1M High / 1M Low: 10.900 9.280
6M High / 6M Low: 10.900 4.650
High (YTD): 2024-05-28 10.900
Low (YTD): 2024-01-17 4.650
52W High: 2024-05-28 10.900
52W Low: 2023-10-30 2.730
Avg. price 1W:   10.124
Avg. volume 1W:   0.000
Avg. price 1M:   10.089
Avg. volume 1M:   0.000
Avg. price 6M:   7.385
Avg. volume 6M:   0.000
Avg. price 1Y:   6.128
Avg. volume 1Y:   0.000
Volatility 1M:   48.33%
Volatility 6M:   87.35%
Volatility 1Y:   90.63%
Volatility 3Y:   -