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Soc. Generale Call 220 NXPI 21.06.../  DE000SQ4E6V7  /

Frankfurt Zert./SG
2024-06-05  6:57:41 PM Chg.+0.800 Bid7:11:35 PM Ask7:11:35 PM Underlying Strike price Expiration date Option type
4.950EUR +19.28% 4.950
Bid Size: 40,000		 5.080
Ask Size: 40,000		 NXP Semiconductors N... 220.00 - 2024-06-21 Call
 

Master data

WKN: SQ4E6V
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-06-21
Issue date: 2022-11-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.65
Leverage: Yes

Calculated values

Fair value: 2.56
Intrinsic value: 2.50
Implied volatility: 1.50
Historic volatility: 0.31
Parity: 2.50
Time value: 1.84
Break-even: 263.40
Moneyness: 1.11
Premium: 0.08
Premium p.a.: 4.22
Spread abs.: 0.13
Spread %: 3.09%
Delta: 0.69
Theta: -0.86
Omega: 3.91
Rho: 0.06
 

Quote data

Open: 3.660
High: 4.950
Low: 3.560
Previous Close: 4.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.13%
1 Month  
+32.00%
3 Months  
+44.31%
YTD  
+88.93%
1 Year  
+292.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.110 4.150
1M High / 1M Low: 5.380 3.860
6M High / 6M Low: 5.380 1.150
High (YTD): 2024-05-28 5.380
Low (YTD): 2024-04-19 1.150
52W High: 2024-05-28 5.380
52W Low: 2023-10-30 0.680
Avg. price 1W:   4.614
Avg. volume 1W:   0.000
Avg. price 1M:   4.597
Avg. volume 1M:   0.000
Avg. price 6M:   2.847
Avg. volume 6M:   8
Avg. price 1Y:   2.342
Avg. volume 1Y:   7.813
Volatility 1M:   98.10%
Volatility 6M:   176.88%
Volatility 1Y:   161.80%
Volatility 3Y:   -