Soc. Generale Call 105 QRVO 20.12.2024
/ DE000SU2TES3
Soc. Generale Call 105 QRVO 20.12.../ DE000SU2TES3 /
| 10/18/2024 9:45:11 PM |
Chg.-0.100 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-11.76% |
0.770
Bid Size: 7,000 |
0.790
Ask Size: 7,000 |
Qorvo Inc |
105.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SU2TES |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Qorvo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/27/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.33 |
| Parity: |
-0.05 |
| Time value: |
0.79 |
| Break-even: |
104.52 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.02 |
| Spread %: |
2.60% |
| Delta: |
0.54 |
| Theta: |
-0.07 |
| Omega: |
6.60 |
| Rho: |
0.08 |
Quote data
| Open: |
0.740 |
| High: |
0.820 |
| Low: |
0.740 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.29% |
| 1 Month |
|
|
-9.64% |
| 3 Months |
|
|
-67.67% |
| YTD |
|
|
-65.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.740 |
| 1M High / 1M Low: |
0.880 |
0.630 |
| 6M High / 6M Low: |
2.830 |
0.630 |
| High (YTD): |
7/16/2024 |
2.830 |
| Low (YTD): |
10/7/2024 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.778 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.736 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.342 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.83% |
| Volatility 6M: |
|
182.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
