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

Frankfurt Zert./SG
5/17/2024  9:36:08 PM Chg.-0.070 Bid9:58:07 PM Ask9:58:07 PM Underlying Strike price Expiration date Option type
0.120EUR -36.84% 0.130
Bid Size: 10,000		 0.140
Ask Size: 10,000		 Qorvo Inc 105.00 USD 6/21/2024 Call
 

Master data

WKN: SV44H8
Issuer: Société Générale
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 105.00 USD
Maturity: 6/21/2024
Issue date: 5/8/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 53.86
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.30
Parity: -0.51
Time value: 0.17
Break-even: 98.32
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 1.10
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.32
Theta: -0.05
Omega: 17.05
Rho: 0.03
 

Quote data

Open: 0.110
High: 0.160
Low: 0.100
Previous Close: 0.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -88.79%
3 Months
  -91.37%
YTD
  -92.68%
1 Year
  -89.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.140
1M High / 1M Low: 1.490 0.140
6M High / 6M Low: 1.900 0.140
High (YTD): 3/4/2024 1.900
Low (YTD): 5/10/2024 0.140
52W High: 3/4/2024 1.900
52W Low: 5/10/2024 0.140
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.612
Avg. volume 1M:   0.000
Avg. price 6M:   1.101
Avg. volume 6M:   0.000
Avg. price 1Y:   1.157
Avg. volume 1Y:   0.000
Volatility 1M:   372.95%
Volatility 6M:   212.87%
Volatility 1Y:   174.31%
Volatility 3Y:   -