Soc. Generale Call 95 QRVO 20.09.2024
/ DE000SW3M4M0
Soc. Generale Call 95 QRVO 20.09..../ DE000SW3M4M0 /
| 2024-05-31 9:46:43 PM |
Chg.+0.030 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+3.33% |
0.980
Bid Size: 5,000 |
1.000
Ask Size: 5,000 |
Qorvo Inc |
95.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW3M4M |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Qorvo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.31 |
| Time value: |
0.68 |
| Break-even: |
97.47 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
2.06% |
| Delta: |
0.63 |
| Theta: |
-0.04 |
| Omega: |
5.74 |
| Rho: |
0.14 |
Quote data
| Open: |
0.800 |
| High: |
0.930 |
| Low: |
0.760 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.12% |
| 1 Month |
|
|
-63.81% |
| 3 Months |
|
|
-66.90% |
| YTD |
|
|
-62.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.900 |
| 1M High / 1M Low: |
1.130 |
0.890 |
| 6M High / 6M Low: |
2.890 |
0.890 |
| High (YTD): |
2024-03-04 |
2.890 |
| Low (YTD): |
2024-05-23 |
0.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.932 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.996 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.949 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.48% |
| Volatility 6M: |
|
142.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
