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Soc. Generale Call 95 QRVO 17.01..../  DE000SV1RL57  /

Frankfurt Zert./SG
2024-06-07  9:43:17 PM Chg.-0.030 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
1.470EUR -2.00% 1.470
Bid Size: 5,000		 1.490
Ask Size: 5,000		 Qorvo Inc 95.00 - 2025-01-17 Call
 

Master data

WKN: SV1RL5
Issuer: Société Générale
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2025-01-17
Issue date: 2023-03-03
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.18
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.30
Parity: -0.29
Time value: 1.49
Break-even: 109.90
Moneyness: 0.97
Premium: 0.19
Premium p.a.: 0.34
Spread abs.: 0.02
Spread %: 1.36%
Delta: 0.57
Theta: -0.04
Omega: 3.55
Rho: 0.23
 

Quote data

Open: 1.390
High: 1.500
Low: 1.390
Previous Close: 1.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.09%
1 Month  
+5.76%
3 Months
  -49.48%
YTD
  -48.06%
1 Year
  -39.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.500 1.360
1M High / 1M Low: 1.560 1.320
6M High / 6M Low: 3.230 1.320
High (YTD): 2024-03-04 3.230
Low (YTD): 2024-05-30 1.320
52W High: 2024-03-04 3.230
52W Low: 2023-11-02 1.230
Avg. price 1W:   1.430
Avg. volume 1W:   0.000
Avg. price 1M:   1.426
Avg. volume 1M:   0.000
Avg. price 6M:   2.292
Avg. volume 6M:   0.000
Avg. price 1Y:   2.208
Avg. volume 1Y:   0.000
Volatility 1M:   68.65%
Volatility 6M:   115.93%
Volatility 1Y:   100.25%
Volatility 3Y:   -