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Soc. Generale Call 130 QRVO 17.01.../  DE000SQ863A2  /

EUWAX
2024-05-21  10:19:13 AM Chg.+0.010 Bid9:47:35 PM Ask9:47:35 PM Underlying Strike price Expiration date Option type
0.330EUR +3.13% 0.350
Bid Size: 70,000		 0.360
Ask Size: 70,000		 Qorvo Inc 130.00 USD 2025-01-17 Call
 

Master data

WKN: SQ863A
Issuer: Société Générale
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 130.00 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: 23.91
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.30
Parity: -2.88
Time value: 0.38
Break-even: 123.50
Moneyness: 0.76
Premium: 0.36
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.26
Theta: -0.02
Omega: 6.18
Rho: 0.13
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -57.69%
3 Months
  -63.74%
YTD
  -72.03%
1 Year
  -66.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.320
1M High / 1M Low: 1.120 0.310
6M High / 6M Low: 1.440 0.310
High (YTD): 2024-03-04 1.440
Low (YTD): 2024-05-09 0.310
52W High: 2023-08-01 1.510
52W Low: 2024-05-09 0.310
Avg. price 1W:   0.342
Avg. volume 1W:   0.000
Avg. price 1M:   0.531
Avg. volume 1M:   0.000
Avg. price 6M:   0.847
Avg. volume 6M:   1.613
Avg. price 1Y:   0.916
Avg. volume 1Y:   .784
Volatility 1M:   259.11%
Volatility 6M:   168.84%
Volatility 1Y:   143.08%
Volatility 3Y:   -