Soc. Generale Call 90 QRVO 17.01.2025
/ DE000SQ86269
Soc. Generale Call 90 QRVO 17.01..../ DE000SQ86269 /
| 2024-05-17 8:55:52 AM |
Chg.-0.04 |
Bid10:00:46 PM |
Ask10:00:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.67EUR |
-2.34% |
-
Bid Size: - |
-
Ask Size: - |
Qorvo Inc |
90.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
SQ8626 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Qorvo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 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: |
5.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.30 |
| Parity: |
0.88 |
| Time value: |
0.93 |
| Break-even: |
100.91 |
| Moneyness: |
1.11 |
| Premium: |
0.10 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
1.12% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
3.56 |
| Rho: |
0.31 |
Quote data
| Open: |
1.67 |
| High: |
1.67 |
| Low: |
1.67 |
| Previous Close: |
1.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.37% |
| 1 Month |
|
|
-38.38% |
| 3 Months |
|
|
-44.33% |
| YTD |
|
|
-47.32% |
| 1 Year |
|
|
-23.04% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.71 |
1.57 |
| 1M High / 1M Low: |
3.20 |
1.51 |
| 6M High / 6M Low: |
3.37 |
1.51 |
| High (YTD): |
2024-03-05 |
3.37 |
| Low (YTD): |
2024-05-09 |
1.51 |
| 52W High: |
2024-03-05 |
3.37 |
| 52W Low: |
2023-11-02 |
1.35 |
| Avg. price 1W: |
|
1.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.50 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
176.12% |
| Volatility 6M: |
|
104.56% |
| Volatility 1Y: |
|
95.56% |
| Volatility 3Y: |
|
- |
