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Soc. Generale Put 110 QRVO 21.06..../  DE000SV2TWU0  /

Frankfurt Zert./SG
2024-06-13  6:01:16 PM Chg.-0.180 Bid6:11:56 PM Ask2024-06-13 Underlying Strike price Expiration date Option type
0.130EUR -58.06% 0.130
Bid Size: 35,000		 -
Ask Size: -		 Qorvo Inc 110.00 USD 2024-06-21 Put
 

Master data

WKN: SV2TWU
Issuer: Société Générale
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Put
Strike price: 110.00 USD
Maturity: 2024-06-21
Issue date: 2023-03-29
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -38.67
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.12
Implied volatility: 0.33
Historic volatility: 0.30
Parity: 0.12
Time value: 0.14
Break-even: 99.13
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.89
Spread abs.: 0.02
Spread %: 8.33%
Delta: -0.58
Theta: -0.12
Omega: -22.33
Rho: -0.01
 

Quote data

Open: 0.150
High: 0.250
Low: 0.130
Previous Close: 0.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -86.02%
1 Month
  -88.18%
3 Months
  -76.79%
YTD
  -82.43%
1 Year
  -91.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.310
1M High / 1M Low: 1.230 0.310
6M High / 6M Low: 1.380 0.310
High (YTD): 2024-05-03 1.380
Low (YTD): 2024-06-12 0.310
52W High: 2023-10-30 2.440
52W Low: 2024-06-12 0.310
Avg. price 1W:   0.716
Avg. volume 1W:   0.000
Avg. price 1M:   0.997
Avg. volume 1M:   0.000
Avg. price 6M:   0.842
Avg. volume 6M:   0.000
Avg. price 1Y:   1.262
Avg. volume 1Y:   0.000
Volatility 1M:   271.99%
Volatility 6M:   469.45%
Volatility 1Y:   337.60%
Volatility 3Y:   -