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Soc. Generale Call 180 NXPI 21.06.../  DE000SQ4E6T1  /

Frankfurt Zert./SG
2024-06-05  7:46:33 PM Chg.+0.800 Bid7:58:33 PM Ask7:58:33 PM Underlying Strike price Expiration date Option type
8.660EUR +10.18% 8.640
Bid Size: 40,000		 8.770
Ask Size: 40,000		 NXP Semiconductors N... 180.00 - 2024-06-21 Call
 

Master data

WKN: SQ4E6T
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 2024-06-21
Issue date: 2022-11-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.06
Leverage: Yes

Calculated values

Fair value: 6.53
Intrinsic value: 6.50
Implied volatility: 2.24
Historic volatility: 0.31
Parity: 6.50
Time value: 1.51
Break-even: 260.10
Moneyness: 1.36
Premium: 0.06
Premium p.a.: 2.91
Spread abs.: 0.13
Spread %: 1.65%
Delta: 0.81
Theta: -0.97
Omega: 2.49
Rho: 0.05
 

Quote data

Open: 7.330
High: 8.660
Low: 7.190
Previous Close: 7.860
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.25%
1 Month  
+17.98%
3 Months  
+32.62%
YTD  
+66.86%
1 Year  
+231.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.770 7.860
1M High / 1M Low: 9.050 7.440
6M High / 6M Low: 9.050 3.260
High (YTD): 2024-05-28 9.050
Low (YTD): 2024-01-17 3.260
52W High: 2024-05-28 9.050
52W Low: 2023-10-30 1.800
Avg. price 1W:   8.266
Avg. volume 1W:   0.000
Avg. price 1M:   8.236
Avg. volume 1M:   0.000
Avg. price 6M:   5.719
Avg. volume 6M:   0.000
Avg. price 1Y:   4.684
Avg. volume 1Y:   0.000
Volatility 1M:   57.06%
Volatility 6M:   109.66%
Volatility 1Y:   110.19%
Volatility 3Y:   -