Soc. Generale Call 95 QRVO 20.09.2024
/ DE000SW3M4M0
Soc. Generale Call 95 QRVO 20.09..../ DE000SW3M4M0 /
| 2024-06-07 9:48:55 PM |
Chg.-0.030 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
-2.78% |
1.050
Bid Size: 5,000 |
1.070
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: |
8.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.29 |
| Parity: |
0.46 |
| Time value: |
0.63 |
| Break-even: |
98.12 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
1.87% |
| Delta: |
0.65 |
| Theta: |
-0.04 |
| Omega: |
5.49 |
| Rho: |
0.14 |
Quote data
| Open: |
0.970 |
| High: |
1.090 |
| Low: |
0.950 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.90% |
| 1 Month |
|
|
+3.96% |
| 3 Months |
|
|
-62.09% |
| YTD |
|
|
-58.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.930 |
| 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: |
|
0.982 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.997 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.934 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.41% |
| Volatility 6M: |
|
142.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
