Soc. Generale Call 105 QRVO 21.06.2024
/ DE000SV44H87
Soc. Generale Call 105 QRVO 21.06.../ DE000SV44H87 /
| 2024-05-03 9:41:19 PM |
Chg.-0.040 |
Bid9:59:42 PM |
Ask9:59:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-20.00% |
0.170
Bid Size: 10,000 |
0.180
Ask Size: 10,000 |
Qorvo Inc |
105.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SV44H8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Qorvo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.31 |
| Parity: |
-0.87 |
| Time value: |
0.22 |
| Break-even: |
100.06 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
0.29 |
| Theta: |
-0.05 |
| Omega: |
11.92 |
| Rho: |
0.03 |
Quote data
| Open: |
0.150 |
| High: |
0.220 |
| Low: |
0.140 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-88.49% |
| 1 Month |
|
|
-88.57% |
| 3 Months |
|
|
-81.82% |
| YTD |
|
|
-90.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
0.200 |
| 1M High / 1M Low: |
1.490 |
0.200 |
| 6M High / 6M Low: |
1.900 |
0.200 |
| High (YTD): |
2024-03-04 |
1.900 |
| Low (YTD): |
2024-05-02 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.127 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.156 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.134 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
364.69% |
| Volatility 6M: |
|
214.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
