Soc. Generale Call 80 QRVO 20.09.2024
/ DE000SV4DHR7
Soc. Generale Call 80 QRVO 20.09..../ DE000SV4DHR7 /
| 6/7/2024 9:24:10 AM |
Chg.+0.05 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.91EUR |
+2.69% |
-
Bid Size: - |
-
Ask Size: - |
Qorvo Inc |
80.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SV4DHR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Qorvo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
4/14/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.30 |
| Parity: |
1.80 |
| Time value: |
0.28 |
| Break-even: |
94.86 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.46% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
3.77 |
| Rho: |
0.16 |
Quote data
| Open: |
1.91 |
| High: |
1.91 |
| Low: |
1.91 |
| Previous Close: |
1.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.70% |
| 1 Month |
|
|
+6.70% |
| 3 Months |
|
|
-46.05% |
| YTD |
|
|
-46.20% |
| 1 Year |
|
|
-36.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
1.71 |
| 1M High / 1M Low: |
1.97 |
1.61 |
| 6M High / 6M Low: |
3.68 |
1.61 |
| High (YTD): |
3/13/2024 |
3.68 |
| Low (YTD): |
5/30/2024 |
1.61 |
| 52W High: |
8/1/2023 |
3.69 |
| 52W Low: |
11/2/2023 |
1.53 |
| Avg. price 1W: |
|
1.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.75 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
93.02% |
| Volatility 6M: |
|
101.17% |
| Volatility 1Y: |
|
90.89% |
| Volatility 3Y: |
|
- |
