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Soc. Generale Call 240 NXPI 21.06.../  DE000SQ8SB02  /

Frankfurt Zert./SG
2024-06-04  9:37:06 PM Chg.-0.140 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
2.420EUR -5.47% 2.440
Bid Size: 1,300		 2.540
Ask Size: 1,300		 NXP Semiconductors N... 240.00 USD 2024-06-21 Call
 

Master data

WKN: SQ8SB0
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 2024-06-21
Issue date: 2023-02-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.52
Leverage: Yes

Calculated values

Fair value: 2.86
Intrinsic value: 2.80
Implied volatility: 0.40
Historic volatility: 0.31
Parity: 2.80
Time value: 0.11
Break-even: 249.14
Moneyness: 1.13
Premium: 0.00
Premium p.a.: 0.10
Spread abs.: 0.10
Spread %: 3.56%
Delta: 0.92
Theta: -0.11
Omega: 7.88
Rho: 0.09
 

Quote data

Open: 2.190
High: 2.750
Low: 2.120
Previous Close: 2.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -26.89%
1 Month  
+8.04%
3 Months  
+8.04%
YTD  
+43.20%
1 Year  
+181.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.310 2.420
1M High / 1M Low: 3.570 2.230
6M High / 6M Low: 3.570 0.540
High (YTD): 2024-05-28 3.570
Low (YTD): 2024-04-19 0.540
52W High: 2024-05-28 3.570
52W Low: 2023-10-30 0.390
Avg. price 1W:   2.840
Avg. volume 1W:   0.000
Avg. price 1M:   2.876
Avg. volume 1M:   0.000
Avg. price 6M:   1.762
Avg. volume 6M:   0.000
Avg. price 1Y:   1.506
Avg. volume 1Y:   0.000
Volatility 1M:   147.04%
Volatility 6M:   219.39%
Volatility 1Y:   192.45%
Volatility 3Y:   -