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

Frankfurt Zert./SG
2024-06-07  4:27:36 PM Chg.+0.040 Bid5:27:52 PM Ask5:27:52 PM Underlying Strike price Expiration date Option type
0.720EUR +5.88% 0.730
Bid Size: 50,000		 0.740
Ask Size: 50,000		 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: -13.11
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.29
Parity: 0.00
Time value: 0.70
Break-even: 84.81
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 1.45%
Delta: -0.44
Theta: -0.03
Omega: -5.76
Rho: -0.14
 

Quote data

Open: 0.610
High: 0.720
Low: 0.610
Previous Close: 0.680
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.86%
1 Month
  -19.10%
3 Months  
+63.64%
YTD  
+20.00%
1 Year
  -50.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.680
1M High / 1M Low: 0.920 0.650
6M High / 6M Low: 1.020 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:   0.754
Avg. volume 1W:   0.000
Avg. price 1M:   0.779
Avg. volume 1M:   0.000
Avg. price 6M:   0.668
Avg. volume 6M:   0.000
Avg. price 1Y:   0.992
Avg. volume 1Y:   0.000
Volatility 1M:   123.21%
Volatility 6M:   270.99%
Volatility 1Y:   200.61%
Volatility 3Y:   -