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Soc. Generale Call 100 QRVO 17.01.../  DE000SQ86277  /

Frankfurt Zert./SG
2024-06-07  9:42:11 PM Chg.-0.030 Bid9:58:07 PM Ask9:58:07 PM Underlying Strike price Expiration date Option type
1.220EUR -2.40% 1.230
Bid Size: 6,000		 1.250
Ask Size: 6,000		 Qorvo Inc 100.00 USD 2025-01-17 Call
 

Master data

WKN: SQ8627
Issuer: Société Générale
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.29
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.29
Parity: 0.00
Time value: 1.26
Break-even: 104.41
Moneyness: 1.00
Premium: 0.14
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 1.61%
Delta: 0.59
Theta: -0.03
Omega: 4.31
Rho: 0.26
 

Quote data

Open: 1.150
High: 1.250
Low: 1.140
Previous Close: 1.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.93%
1 Month  
+1.67%
3 Months
  -55.15%
YTD
  -51.78%
1 Year
  -44.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.250 1.120
1M High / 1M Low: 1.320 1.090
6M High / 6M Low: 2.900 1.090
High (YTD): 2024-03-04 2.900
Low (YTD): 2024-05-23 1.090
52W High: 2024-03-04 2.900
52W Low: 2023-11-02 1.060
Avg. price 1W:   1.166
Avg. volume 1W:   0.000
Avg. price 1M:   1.188
Avg. volume 1M:   0.000
Avg. price 6M:   2.015
Avg. volume 6M:   0.000
Avg. price 1Y:   1.955
Avg. volume 1Y:   0.000
Volatility 1M:   72.76%
Volatility 6M:   124.63%
Volatility 1Y:   106.37%
Volatility 3Y:   -