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

Frankfurt Zert./SG
5/31/2024  9:41:07 PM Chg.-0.030 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
4.720EUR -0.63% 4.820
Bid Size: 1,000		 4.910
Ask Size: 1,000		 NXP Semiconductors N... 220.00 - 6/21/2024 Call
 

Master data

WKN: SQ4E6V
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 6/21/2024
Issue date: 11/16/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.22
Leverage: Yes

Calculated values

Fair value: 3.27
Intrinsic value: 3.20
Implied volatility: 1.30
Historic volatility: 0.31
Parity: 3.20
Time value: 1.63
Break-even: 268.30
Moneyness: 1.15
Premium: 0.06
Premium p.a.: 1.97
Spread abs.: 0.09
Spread %: 1.90%
Delta: 0.72
Theta: -0.64
Omega: 3.78
Rho: 0.08
 

Quote data

Open: 4.050
High: 4.720
Low: 3.960
Previous Close: 4.750
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.78%
1 Month  
+25.53%
3 Months  
+37.21%
YTD  
+80.15%
1 Year  
+234.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.380 4.750
1M High / 1M Low: 5.380 3.440
6M High / 6M Low: 5.380 1.150
High (YTD): 5/28/2024 5.380
Low (YTD): 4/19/2024 1.150
52W High: 5/28/2024 5.380
52W Low: 10/30/2023 0.680
Avg. price 1W:   5.110
Avg. volume 1W:   0.000
Avg. price 1M:   4.494
Avg. volume 1M:   0.000
Avg. price 6M:   2.775
Avg. volume 6M:   8
Avg. price 1Y:   2.307
Avg. volume 1Y:   7.813
Volatility 1M:   98.84%
Volatility 6M:   176.30%
Volatility 1Y:   162.18%
Volatility 3Y:   -