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Soc. Generale Call 105 QRVO 21.06.../  DE000SV44H87  /

Frankfurt Zert./SG
21/05/2024  21:43:12 Chg.-0.010 Bid21:58:04 Ask21:58:04 Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.110
Bid Size: 10,000		 0.120
Ask Size: 10,000		 Qorvo Inc 105.00 USD 21/06/2024 Call
 

Master data

WKN: SV44H8
Issuer: Société Générale
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 105.00 USD
Maturity: 21/06/2024
Issue date: 08/05/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 69.89
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.30
Parity: -0.58
Time value: 0.13
Break-even: 97.98
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 1.43
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.27
Theta: -0.05
Omega: 18.96
Rho: 0.02
 

Quote data

Open: 0.077
High: 0.110
Low: 0.067
Previous Close: 0.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -35.29%
1 Month
  -86.08%
3 Months
  -92.31%
YTD
  -93.29%
1 Year
  -91.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.110
1M High / 1M Low: 1.490 0.110
6M High / 6M Low: 1.900 0.110
High (YTD): 04/03/2024 1.900
Low (YTD): 21/05/2024 0.110
52W High: 04/03/2024 1.900
52W Low: 21/05/2024 0.110
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.499
Avg. volume 1M:   0.000
Avg. price 6M:   1.089
Avg. volume 6M:   0.000
Avg. price 1Y:   1.144
Avg. volume 1Y:   0.000
Volatility 1M:   377.77%
Volatility 6M:   218.35%
Volatility 1Y:   177.89%
Volatility 3Y:   -