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Soc. Generale Call 100 QRVO 20.12.../  DE000SV46A74  /

Frankfurt Zert./SG
9/18/2024  4:40:02 PM Chg.+0.060 Bid5:25:08 PM Ask5:25:08 PM Underlying Strike price Expiration date Option type
0.920EUR +6.98% 0.920
Bid Size: 45,000		 0.950
Ask Size: 45,000		 Qorvo Inc 100.00 USD 12/20/2024 Call
 

Master data

WKN: SV46A7
Issuer: Société Générale
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 12/20/2024
Issue date: 5/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.77
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.32
Parity: 0.00
Time value: 0.92
Break-even: 99.11
Moneyness: 1.00
Premium: 0.10
Premium p.a.: 0.47
Spread abs.: 0.03
Spread %: 3.37%
Delta: 0.56
Theta: -0.05
Omega: 5.50
Rho: 0.11
 

Quote data

Open: 0.790
High: 0.930
Low: 0.790
Previous Close: 0.860
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -29.77%
1 Month
  -44.24%
3 Months
  -57.21%
YTD
  -62.45%
1 Year
  -47.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.340 0.860
1M High / 1M Low: 1.880 0.860
6M High / 6M Low: 3.230 0.860
High (YTD): 7/16/2024 3.230
Low (YTD): 9/17/2024 0.860
52W High: 7/16/2024 3.230
52W Low: 9/17/2024 0.860
Avg. price 1W:   1.132
Avg. volume 1W:   0.000
Avg. price 1M:   1.480
Avg. volume 1M:   0.000
Avg. price 6M:   1.832
Avg. volume 6M:   0.000
Avg. price 1Y:   1.807
Avg. volume 1Y:   0.000
Volatility 1M:   186.25%
Volatility 6M:   156.77%
Volatility 1Y:   133.36%
Volatility 3Y:   -