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Soc. Generale Call 200 NXPI 21.06.../  DE000SQ4E6U9  /

Frankfurt Zert./SG
2024-06-11  6:54:22 PM Chg.-0.150 Bid7:32:13 PM Ask7:32:13 PM Underlying Strike price Expiration date Option type
6.930EUR -2.12% 6.950
Bid Size: 40,000		 7.050
Ask Size: 40,000		 NXP Semiconductors N... 200.00 - 2024-06-21 Call
 

Master data

WKN: SQ4E6U
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2024-06-21
Issue date: 2022-11-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.56
Leverage: Yes

Calculated values

Fair value: 5.62
Intrinsic value: 5.60
Implied volatility: 2.51
Historic volatility: 0.30
Parity: 5.60
Time value: 1.60
Break-even: 272.00
Moneyness: 1.28
Premium: 0.06
Premium p.a.: 8.14
Spread abs.: 0.13
Spread %: 1.84%
Delta: 0.79
Theta: -1.55
Omega: 2.81
Rho: 0.04
 

Quote data

Open: 6.460
High: 6.930
Low: 6.280
Previous Close: 7.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.12%
1 Month  
+19.07%
3 Months  
+31.50%
YTD  
+81.89%
1 Year  
+213.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.080 6.020
1M High / 1M Low: 7.210 5.990
6M High / 6M Low: 7.210 2.090
High (YTD): 2024-05-28 7.210
Low (YTD): 2024-01-17 2.090
52W High: 2024-05-28 7.210
52W Low: 2023-10-30 1.130
Avg. price 1W:   6.636
Avg. volume 1W:   0.000
Avg. price 1M:   6.663
Avg. volume 1M:   0.000
Avg. price 6M:   4.329
Avg. volume 6M:   0.000
Avg. price 1Y:   3.495
Avg. volume 1Y:   0.000
Volatility 1M:   90.51%
Volatility 6M:   139.39%
Volatility 1Y:   134.32%
Volatility 3Y:   -