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Soc. Generale Call 270 NXPI 21.06.../  DE000SV9W0S9  /

Frankfurt Zert./SG
2024-06-11  4:39:51 PM Chg.-0.180 Bid5:29:54 PM Ask5:29:54 PM Underlying Strike price Expiration date Option type
0.750EUR -19.35% 0.760
Bid Size: 50,000		 0.790
Ask Size: 50,000		 NXP Semiconductors N... 270.00 USD 2024-06-21 Call
 

Master data

WKN: SV9W0S
Issuer: Société Générale
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 270.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.95
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.51
Implied volatility: 0.39
Historic volatility: 0.30
Parity: 0.51
Time value: 0.44
Break-even: 260.35
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.85
Spread abs.: 0.04
Spread %: 4.40%
Delta: 0.64
Theta: -0.32
Omega: 17.33
Rho: 0.04
 

Quote data

Open: 0.700
High: 0.750
Low: 0.630
Previous Close: 0.930
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+41.51%
1 Month  
+8.70%
3 Months
  -41.86%
YTD
  -9.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.530
1M High / 1M Low: 1.290 0.530
6M High / 6M Low: 1.630 0.160
High (YTD): 2024-03-07 1.630
Low (YTD): 2024-04-22 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.766
Avg. volume 1W:   0.000
Avg. price 1M:   0.928
Avg. volume 1M:   0.000
Avg. price 6M:   0.711
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   387.76%
Volatility 6M:   302.23%
Volatility 1Y:   -
Volatility 3Y:   -