Soc. Generale Call 95 QRVO 16.01.2026
/ DE000SW97ZM9
Soc. Generale Call 95 QRVO 16.01..../ DE000SW97ZM9 /
| 6/19/2024 4:55:14 PM |
Chg.-0.110 |
Bid5:30:45 PM |
Ask5:30:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.430EUR |
-3.11% |
3.430
Bid Size: 4,000 |
3.660
Ask Size: 4,000 |
Qorvo Inc |
95.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
SW97ZM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Qorvo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
5/10/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.89 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.30 |
| Parity: |
1.84 |
| Time value: |
1.73 |
| Break-even: |
124.16 |
| Moneyness: |
1.21 |
| Premium: |
0.16 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.56% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
2.28 |
| Rho: |
0.72 |
Quote data
| Open: |
3.420 |
| High: |
3.440 |
| Low: |
3.390 |
| Previous Close: |
3.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.95% |
| 1 Month |
|
|
+46.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.550 |
3.010 |
| 1M High / 1M Low: |
3.550 |
2.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.593 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
