Soc. Generale Call 90 QRVO 17.01.2025
/ DE000SQ86269
Soc. Generale Call 90 QRVO 17.01..../ DE000SQ86269 /
| 6/7/2024 8:56:58 AM |
Chg.+0.02 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
+1.23% |
-
Bid Size: - |
-
Ask Size: - |
Qorvo Inc |
90.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
SQ8626 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Qorvo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
2/16/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.30 |
| Parity: |
0.88 |
| Time value: |
0.88 |
| Break-even: |
100.92 |
| Moneyness: |
1.11 |
| Premium: |
0.10 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
1.15% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
3.68 |
| Rho: |
0.29 |
Quote data
| Open: |
1.65 |
| High: |
1.65 |
| Low: |
1.65 |
| Previous Close: |
1.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.24% |
| 1 Month |
|
|
+5.77% |
| 3 Months |
|
|
-48.76% |
| YTD |
|
|
-47.95% |
| 1 Year |
|
|
-37.26% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.65 |
1.49 |
| 1M High / 1M Low: |
1.71 |
1.42 |
| 6M High / 6M Low: |
3.37 |
1.42 |
| High (YTD): |
3/5/2024 |
3.37 |
| Low (YTD): |
5/30/2024 |
1.42 |
| 52W High: |
3/5/2024 |
3.37 |
| 52W Low: |
11/2/2023 |
1.35 |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.45 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
86.39% |
| Volatility 6M: |
|
105.95% |
| Volatility 1Y: |
|
94.62% |
| Volatility 3Y: |
|
- |
