Soc. Generale Call 230 NXPI 21.06.2024
/ DE000SV692K7
Soc. Generale Call 230 NXPI 21.06.../ DE000SV692K7 /
| 03/06/2024 09:18:40 |
Chg.+0.22 |
Bid10:26:22 |
Ask10:26:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.32EUR |
+7.10% |
3.49
Bid Size: 1,000 |
4.55
Ask Size: 1,000 |
NXP Semiconductors N... |
230.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
SV692K |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
09/06/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.75 |
| Intrinsic value: |
3.71 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.31 |
| Parity: |
3.71 |
| Time value: |
0.24 |
| Break-even: |
251.43 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.09 |
| Spread %: |
2.33% |
| Delta: |
0.89 |
| Theta: |
-0.21 |
| Omega: |
5.60 |
| Rho: |
0.09 |
Quote data
| Open: |
3.32 |
| High: |
3.32 |
| Low: |
3.32 |
| Previous Close: |
3.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.99% |
| 1 Month |
|
|
+29.69% |
| 3 Months |
|
|
+4.40% |
| YTD |
|
|
+53.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.85 |
3.10 |
| 1M High / 1M Low: |
3.99 |
2.56 |
| 6M High / 6M Low: |
3.99 |
0.68 |
| High (YTD): |
23/05/2024 |
3.99 |
| Low (YTD): |
23/04/2024 |
0.68 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.14% |
| Volatility 6M: |
|
251.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
