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

Frankfurt Zert./SG
2024-06-04  9:50:20 PM Chg.-0.090 Bid9:58:37 PM Ask9:58:37 PM Underlying Strike price Expiration date Option type
7.860EUR -1.13% -
Bid Size: -		 -
Ask Size: -		 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: 2.97
Leverage: Yes

Calculated values

Fair value: 6.83
Intrinsic value: 6.80
Implied volatility: 2.24
Historic volatility: 0.31
Parity: 6.80
Time value: 1.55
Break-even: 263.50
Moneyness: 1.38
Premium: 0.06
Premium p.a.: 2.68
Spread abs.: 0.13
Spread %: 1.58%
Delta: 0.82
Theta: -0.94
Omega: 2.43
Rho: 0.06
 

Quote data

Open: 7.480
High: 8.160
Low: 7.370
Previous Close: 7.950
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -10.38%
1 Month  
+7.08%
3 Months  
+20.37%
YTD  
+51.45%
1 Year  
+201.15%
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:   -