Soc. Generale Call 140 QRVO 20.12.2024
/ DE000SW220K6
Soc. Generale Call 140 QRVO 20.12.../ DE000SW220K6 /
| 6/14/2024 10:08:34 AM |
Chg.+0.120 |
Bid6:05:41 PM |
Ask6:05:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+34.29% |
0.500
Bid Size: 70,000 |
0.510
Ask Size: 70,000 |
Qorvo Inc |
140.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SW220K |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Qorvo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
9/4/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.30 |
| Parity: |
-2.48 |
| Time value: |
0.55 |
| Break-even: |
135.88 |
| Moneyness: |
0.81 |
| Premium: |
0.29 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.01 |
| Spread %: |
1.85% |
| Delta: |
0.31 |
| Theta: |
-0.03 |
| Omega: |
6.00 |
| Rho: |
0.14 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+147.37% |
| 1 Month |
|
|
+161.11% |
| 3 Months |
|
|
-44.05% |
| YTD |
|
|
-43.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.190 |
| 1M High / 1M Low: |
0.350 |
0.130 |
| 6M High / 6M Low: |
0.950 |
0.130 |
| High (YTD): |
3/13/2024 |
0.950 |
| Low (YTD): |
5/30/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.189 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.535 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.74% |
| Volatility 6M: |
|
199.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
