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Soc. Generale Call 115 QRVO 21.06.../  DE000SV44H95  /

Frankfurt Zert./SG
13/06/2024  15:41:31 Chg.+0.045 Bid16:20:01 Ask13/06/2024 Underlying Strike price Expiration date Option type
0.089EUR +102.27% 0.069
Bid Size: 35,000		 -
Ask Size: -		 Qorvo Inc 115.00 USD 21/06/2024 Call
 

Master data

WKN: SV44H9
Issuer: Société Générale
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 115.00 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: 124.13
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.30
Parity: -0.58
Time value: 0.08
Break-even: 107.16
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 17.33
Spread abs.: 0.01
Spread %: 14.08%
Delta: 0.22
Theta: -0.13
Omega: 26.80
Rho: 0.00
 

Quote data

Open: 0.028
High: 0.089
Low: 0.014
Previous Close: 0.044
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+394.44%
1 Month  
+206.90%
3 Months
  -91.27%
YTD
  -91.91%
1 Year
  -92.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.044 0.013
1M High / 1M Low: 0.044 0.001
6M High / 6M Low: 1.310 0.001
High (YTD): 04/03/2024 1.310
Low (YTD): 04/06/2024 0.001
52W High: 01/08/2023 1.420
52W Low: 04/06/2024 0.001
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.608
Avg. volume 6M:   0.000
Avg. price 1Y:   0.700
Avg. volume 1Y:   0.000
Volatility 1M:   7,781.30%
Volatility 6M:   3,293.94%
Volatility 1Y:   2,332.50%
Volatility 3Y:   -