Soc. Generale Call 80 QRVO 20.09.2024
/ DE000SV4DHR7
Soc. Generale Call 80 QRVO 20.09..../ DE000SV4DHR7 /
| 2024-05-17 9:22:26 AM |
Chg.-0.02 |
Bid10:00:47 PM |
Ask10:00:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.93EUR |
-1.03% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.30 |
| Parity: |
1.80 |
| Time value: |
0.31 |
| Break-even: |
94.71 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.44% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
3.67 |
| Rho: |
0.19 |
Quote data
| Open: |
1.93 |
| High: |
1.93 |
| Low: |
1.93 |
| Previous Close: |
1.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.89% |
| 1 Month |
|
|
-35.45% |
| 3 Months |
|
|
-42.04% |
| YTD |
|
|
-45.63% |
| 1 Year |
|
|
-22.18% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.95 |
1.84 |
| 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: |
|
1.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.38 |
| 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: |
|
166.98% |
| Volatility 6M: |
|
98.18% |
| Volatility 1Y: |
|
90.09% |
| Volatility 3Y: |
|
- |
