Soc. Generale Call 100 QRVO 20.12.2024
/ DE000SV46A74
Soc. Generale Call 100 QRVO 20.12.../ DE000SV46A74 /
| 2024-06-07 9:39:51 PM |
Chg.-0.030 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
-2.59% |
1.140
Bid Size: 6,000 |
1.160
Ask Size: 6,000 |
Qorvo Inc |
100.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SV46A7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Qorvo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-05-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
-0.05 |
| Time value: |
1.15 |
| Break-even: |
104.08 |
| Moneyness: |
0.99 |
| Premium: |
0.13 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
1.77% |
| Delta: |
0.58 |
| Theta: |
-0.03 |
| Omega: |
4.63 |
| Rho: |
0.22 |
Quote data
| Open: |
1.060 |
| High: |
1.160 |
| Low: |
1.060 |
| Previous Close: |
1.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.78% |
| 1 Month |
|
|
+5.61% |
| 3 Months |
|
|
-54.80% |
| YTD |
|
|
-53.88% |
| 1 Year |
|
|
-46.70% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
1.030 |
| 1M High / 1M Low: |
1.220 |
1.000 |
| 6M High / 6M Low: |
2.810 |
1.000 |
| High (YTD): |
2024-03-04 |
2.810 |
| Low (YTD): |
2024-05-23 |
1.000 |
| 52W High: |
2024-03-04 |
2.810 |
| 52W Low: |
2024-05-23 |
1.000 |
| Avg. price 1W: |
|
1.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.930 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.877 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
82.22% |
| Volatility 6M: |
|
127.89% |
| Volatility 1Y: |
|
110.05% |
| Volatility 3Y: |
|
- |
