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Soc. Generale Put 100 QRVO 20.09..../  DE000SV6QZ32  /

Frankfurt Zert./SG
2024-05-31  9:36:55 PM Chg.-0.030 Bid9:59:34 PM Ask9:59:34 PM Underlying Strike price Expiration date Option type
0.790EUR -3.66% 0.750
Bid Size: 7,000		 0.760
Ask Size: 7,000		 Qorvo Inc 100.00 USD 2024-09-20 Put
 

Master data

WKN: SV6QZ3
Issuer: Société Générale
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Put
Strike price: 100.00 USD
Maturity: 2024-09-20
Issue date: 2023-05-24
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -11.93
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.15
Implied volatility: 0.37
Historic volatility: 0.30
Parity: 0.15
Time value: 0.61
Break-even: 84.58
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 1.33%
Delta: -0.47
Theta: -0.03
Omega: -5.60
Rho: -0.15
 

Quote data

Open: 0.740
High: 0.880
Low: 0.720
Previous Close: 0.820
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.95%
1 Month  
+102.56%
3 Months  
+97.50%
YTD  
+31.67%
1 Year
  -47.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.650
1M High / 1M Low: 1.020 0.650
6M High / 6M Low: 1.120 0.370
High (YTD): 2024-05-02 1.020
Low (YTD): 2024-04-29 0.370
52W High: 2023-10-30 1.850
52W Low: 2024-04-29 0.370
Avg. price 1W:   0.768
Avg. volume 1W:   0.000
Avg. price 1M:   0.812
Avg. volume 1M:   0.000
Avg. price 6M:   0.680
Avg. volume 6M:   0.000
Avg. price 1Y:   1.004
Avg. volume 1Y:   0.000
Volatility 1M:   124.32%
Volatility 6M:   270.98%
Volatility 1Y:   200.49%
Volatility 3Y:   -