OverviewChartNewsTraderScreen

Soc. Generale Call 190 NXPI 21.06.../  DE000SV44AH6  /

Frankfurt Zert./SG
2024-06-05  11:58:03 AM Chg.-0.340 Bid12:28:11 PM Ask12:28:11 PM Underlying Strike price Expiration date Option type
6.570EUR -4.92% 6.630
Bid Size: 1,000		 7.700
Ask Size: 1,000		 NXP Semiconductors N... 190.00 USD 2024-06-21 Call
 

Master data

WKN: SV44AH
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 190.00 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: 3.46
Leverage: Yes

Calculated values

Fair value: 7.07
Intrinsic value: 7.04
Implied volatility: 0.78
Historic volatility: 0.31
Parity: 7.04
Time value: 0.05
Break-even: 245.50
Moneyness: 1.40
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.13
Spread %: 1.87%
Delta: 0.99
Theta: -0.06
Omega: 3.40
Rho: 0.07
 

Quote data

Open: 6.400
High: 6.570
Low: 6.330
Previous Close: 6.910
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.73%
1 Month  
+2.66%
3 Months  
+15.47%
YTD  
+46.33%
1 Year  
+198.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.890 6.910
1M High / 1M Low: 8.160 6.500
6M High / 6M Low: 8.160 2.680
High (YTD): 2024-05-28 8.160
Low (YTD): 2024-01-17 2.680
52W High: 2024-05-28 8.160
52W Low: 2023-10-30 1.430
Avg. price 1W:   7.346
Avg. volume 1W:   0.000
Avg. price 1M:   7.322
Avg. volume 1M:   0.000
Avg. price 6M:   4.938
Avg. volume 6M:   0.000
Avg. price 1Y:   4.028
Avg. volume 1Y:   0.000
Volatility 1M:   65.41%
Volatility 6M:   122.39%
Volatility 1Y:   120.92%
Volatility 3Y:   -