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Soc. Generale Call 95 QRVO 21.06..../  DE000SV44H79  /

Frankfurt Zert./SG
2024-06-07  9:39:01 PM Chg.-0.050 Bid9:58:13 PM Ask9:58:13 PM Underlying Strike price Expiration date Option type
0.540EUR -8.47% 0.550
Bid Size: 5,500		 0.570
Ask Size: 5,500		 Qorvo Inc 95.00 USD 2024-06-21 Call
 

Master data

WKN: SV44H7
Issuer: Société Générale
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.45
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.42
Implied volatility: 0.44
Historic volatility: 0.30
Parity: 0.42
Time value: 0.14
Break-even: 93.55
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.55
Spread abs.: 0.02
Spread %: 3.70%
Delta: 0.73
Theta: -0.10
Omega: 12.00
Rho: 0.02
 

Quote data

Open: 0.450
High: 0.580
Low: 0.410
Previous Close: 0.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+25.58%
1 Month  
+12.50%
3 Months
  -76.52%
YTD
  -76.21%
1 Year
  -71.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.410
1M High / 1M Low: 0.670 0.390
6M High / 6M Low: 2.660 0.390
High (YTD): 2024-03-04 2.660
Low (YTD): 2024-05-29 0.390
52W High: 2024-03-04 2.660
52W Low: 2024-05-29 0.390
Avg. price 1W:   0.498
Avg. volume 1W:   0.000
Avg. price 1M:   0.507
Avg. volume 1M:   0.000
Avg. price 6M:   1.603
Avg. volume 6M:   0.000
Avg. price 1Y:   1.593
Avg. volume 1Y:   0.000
Volatility 1M:   208.50%
Volatility 6M:   186.39%
Volatility 1Y:   153.80%
Volatility 3Y:   -