Soc. Generale Call 115 QRVO 20.09.2024
/ DE000SW3M4P3
Soc. Generale Call 115 QRVO 20.09.../ DE000SW3M4P3 /
| 2024-05-21 10:23:01 AM |
Chg.+0.010 |
Bid5:09:30 PM |
Ask5:09:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+3.85% |
0.290
Bid Size: 70,000 |
0.300
Ask Size: 70,000 |
Qorvo Inc |
115.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW3M4P |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Qorvo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
-1.50 |
| Time value: |
0.32 |
| Break-even: |
109.09 |
| Moneyness: |
0.86 |
| Premium: |
0.20 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
0.29 |
| Theta: |
-0.03 |
| Omega: |
8.28 |
| Rho: |
0.08 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.90% |
| 1 Month |
|
|
-66.67% |
| 3 Months |
|
|
-75.00% |
| YTD |
|
|
-80.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.260 |
| 1M High / 1M Low: |
1.250 |
0.260 |
| 6M High / 6M Low: |
1.510 |
0.260 |
| High (YTD): |
2024-03-13 |
1.510 |
| Low (YTD): |
2024-05-20 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.294 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.952 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
310.32% |
| Volatility 6M: |
|
179.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
