Soc. Generale Call 280 NXPI 21.06.2024
/ DE000SU6CZG0
Soc. Generale Call 280 NXPI 21.06.../ DE000SU6CZG0 /
| 2024-06-05 6:07:38 PM |
Chg.+0.190 |
Bid6:16:49 PM |
Ask6:16:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+76.00% |
0.460
Bid Size: 70,000 |
0.490
Ask Size: 70,000 |
NXP Semiconductors N... |
280.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU6CZG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
87.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.31 |
| Parity: |
-1.23 |
| Time value: |
0.28 |
| Break-even: |
260.11 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
2.92 |
| Spread abs.: |
0.02 |
| Spread %: |
7.69% |
| Delta: |
0.27 |
| Theta: |
-0.19 |
| Omega: |
23.46 |
| Rho: |
0.03 |
Quote data
| Open: |
0.180 |
| High: |
0.440 |
| Low: |
0.170 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.42% |
| 1 Month |
|
|
-6.38% |
| 3 Months |
|
|
-44.30% |
| YTD |
|
|
-29.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.250 |
| 1M High / 1M Low: |
0.770 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-07 |
1.270 |
| Low (YTD): |
2024-04-22 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.518 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
317.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
