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

EUWAX
2024-06-03  8:45:47 AM Chg.+0.090 Bid11:59:49 AM Ask11:59:49 AM Underlying Strike price Expiration date Option type
0.720EUR +14.29% 0.690
Bid Size: 4,400		 0.980
Ask Size: 4,400		 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: 28.30
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.02
Implied volatility: 0.38
Historic volatility: 0.31
Parity: 0.02
Time value: 0.86
Break-even: 257.59
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.99
Spread abs.: 0.03
Spread %: 3.53%
Delta: 0.53
Theta: -0.25
Omega: 14.99
Rho: 0.06
 

Quote data

Open: 0.720
High: 0.720
Low: 0.720
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.53%
1 Month  
+20.00%
3 Months
  -33.95%
YTD
  -15.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.630
1M High / 1M Low: 1.200 0.540
6M High / 6M Low: 1.440 0.090
High (YTD): 2024-03-08 1.440
Low (YTD): 2024-04-23 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.876
Avg. volume 1W:   0.000
Avg. price 1M:   0.756
Avg. volume 1M:   0.000
Avg. price 6M:   0.638
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   271.00%
Volatility 6M:   414.67%
Volatility 1Y:   -
Volatility 3Y:   -