OverviewChartNewsTraderScreen

Soc. Generale Call 260 NXPI 21.06.../  DE000SV9Q5U2  /

Frankfurt Zert./SG
2024-06-05  5:47:16 PM Chg.+0.450 Bid6:42:08 PM Ask6:42:08 PM Underlying Strike price Expiration date Option type
1.460EUR +44.55% 1.540
Bid Size: 50,000		 1.590
Ask Size: 50,000		 NXP Semiconductors N... 260.00 USD 2024-06-21 Call
 

Master data

WKN: SV9Q5U
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.11
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.61
Implied volatility: 0.34
Historic volatility: 0.31
Parity: 0.61
Time value: 0.45
Break-even: 249.53
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.52
Spread abs.: 0.04
Spread %: 3.92%
Delta: 0.66
Theta: -0.22
Omega: 15.22
Rho: 0.07
 

Quote data

Open: 0.840
High: 1.460
Low: 0.770
Previous Close: 1.010
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.12%
1 Month  
+29.20%
3 Months  
+8.15%
YTD  
+37.74%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.720 1.010
1M High / 1M Low: 1.930 1.010
6M High / 6M Low: 2.040 0.240
High (YTD): 2024-03-07 2.040
Low (YTD): 2024-04-22 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   1.330
Avg. volume 1W:   0.000
Avg. price 1M:   1.436
Avg. volume 1M:   0.000
Avg. price 6M:   0.976
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   224.11%
Volatility 6M:   269.17%
Volatility 1Y:   -
Volatility 3Y:   -