OverviewChartNewsTraderScreen

Soc. Generale Call 70 MRVL 21.06..../  DE000SU2L735  /

Frankfurt Zert./SG
2024-06-10  9:53:44 AM Chg.-0.035 Bid10:03:24 AM Ask10:03:24 AM Underlying Strike price Expiration date Option type
0.085EUR -29.17% 0.088
Bid Size: 40,000		 0.130
Ask Size: 40,000		 Marvell Technology I... 70.00 USD 2024-06-21 Call
 

Master data

WKN: SU2L73
Issuer: Société Générale
Currency: EUR
Underlying: Marvell Technology Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 52.56
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.40
Parity: -0.19
Time value: 0.12
Break-even: 66.14
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 3.83
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.37
Theta: -0.09
Omega: 19.59
Rho: 0.01
 

Quote data

Open: 0.089
High: 0.090
Low: 0.076
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -39.29%
1 Month
  -78.21%
3 Months
  -92.48%
YTD
  -81.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.098
1M High / 1M Low: 0.860 0.098
6M High / 6M Low: 1.790 0.098
High (YTD): 2024-03-07 1.790
Low (YTD): 2024-06-04 0.098
52W High: - -
52W Low: - -
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.491
Avg. volume 1M:   0.000
Avg. price 6M:   0.635
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   584.25%
Volatility 6M:   320.69%
Volatility 1Y:   -
Volatility 3Y:   -