Soc. Generale Call 90 QRVO 16.01.2026
/ DE000SW97ZL1
Soc. Generale Call 90 QRVO 16.01..../ DE000SW97ZL1 /
| 18/06/2024 21:40:36 |
Chg.-0.010 |
Bid21:54:46 |
Ask21:54:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.840EUR |
-0.26% |
3.840
Bid Size: 30,000 |
3.860
Ask Size: 30,000 |
Qorvo Inc |
90.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
SW97ZL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Qorvo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
10/05/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.16 |
| Intrinsic value: |
2.25 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.30 |
| Parity: |
2.25 |
| Time value: |
1.56 |
| Break-even: |
121.90 |
| Moneyness: |
1.27 |
| Premium: |
0.15 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.53% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
2.19 |
| Rho: |
0.72 |
Quote data
| Open: |
3.660 |
| High: |
3.890 |
| Low: |
3.630 |
| Previous Close: |
3.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.29% |
| 1 Month |
|
|
+48.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.850 |
2.970 |
| 1M High / 1M Low: |
3.850 |
2.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.793 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
