Soc. Generale Call 115 QRVO 20.09.2024
/ DE000SW3M4P3
Soc. Generale Call 115 QRVO 20.09.../ DE000SW3M4P3 /
| 5/17/2024 8:17:52 AM |
Chg.-0.020 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-6.25% |
-
Bid Size: - |
-
Ask Size: - |
Qorvo Inc |
115.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW3M4P |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Qorvo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/19/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
-1.43 |
| Time value: |
0.36 |
| Break-even: |
109.42 |
| Moneyness: |
0.87 |
| Premium: |
0.19 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.31 |
| Theta: |
-0.03 |
| Omega: |
7.93 |
| Rho: |
0.09 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
-68.42% |
| 3 Months |
|
|
-75.81% |
| YTD |
|
|
-78.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.280 |
| 1M High / 1M Low: |
1.250 |
0.260 |
| 6M High / 6M Low: |
1.510 |
0.260 |
| High (YTD): |
3/13/2024 |
1.510 |
| Low (YTD): |
5/9/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.617 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.958 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.94% |
| Volatility 6M: |
|
180.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
