Soc. Generale Call 80 QRVO 20.09.2024
/ DE000SV4DHR7
Soc. Generale Call 80 QRVO 20.09..../ DE000SV4DHR7 /
| 2024-05-21 10:22:05 AM |
Chg.+0.03 |
Bid10:45:42 AM |
Ask10:45:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.86EUR |
+1.64% |
1.86
Bid Size: 4,000 |
2.15
Ask Size: 4,000 |
Qorvo Inc |
80.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SV4DHR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Qorvo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-04-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.30 |
| Parity: |
1.72 |
| Time value: |
0.31 |
| Break-even: |
93.96 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.50% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
3.77 |
| Rho: |
0.19 |
Quote data
| Open: |
1.86 |
| High: |
1.86 |
| Low: |
1.86 |
| Previous Close: |
1.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-30.86% |
| 3 Months |
|
|
-40.19% |
| YTD |
|
|
-47.61% |
| 1 Year |
|
|
-30.60% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.95 |
1.83 |
| 1M High / 1M Low: |
3.43 |
1.72 |
| 6M High / 6M Low: |
3.68 |
1.72 |
| High (YTD): |
2024-03-13 |
3.68 |
| Low (YTD): |
2024-05-09 |
1.72 |
| 52W High: |
2023-08-01 |
3.69 |
| 52W Low: |
2023-11-02 |
1.53 |
| Avg. price 1W: |
|
1.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.81 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
169.00% |
| Volatility 6M: |
|
98.18% |
| Volatility 1Y: |
|
90.05% |
| Volatility 3Y: |
|
- |
