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Soc. Generale Call 110 QRVO 20.12.../  DE000SV46A82  /

EUWAX
10/18/2024  8:32:00 AM Chg.+0.020 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.550EUR +3.77% -
Bid Size: -		 -
Ask Size: -		 Qorvo Inc 110.00 USD 12/20/2024 Call
 

Master data

WKN: SV46A8
Issuer: Société Générale
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 110.00 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: 16.30
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.33
Parity: -0.51
Time value: 0.59
Break-even: 107.12
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.89
Spread abs.: 0.02
Spread %: 3.51%
Delta: 0.45
Theta: -0.07
Omega: 7.34
Rho: 0.06
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+41.03%
1 Month  
+14.58%
3 Months
  -74.30%
YTD
  -71.35%
1 Year
  -49.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.440
1M High / 1M Low: 0.580 0.390
6M High / 6M Low: 2.300 0.390
High (YTD): 7/17/2024 2.300
Low (YTD): 10/11/2024 0.390
52W High: 7/17/2024 2.300
52W Low: 10/11/2024 0.390
Avg. price 1W:   0.504
Avg. volume 1W:   0.000
Avg. price 1M:   0.477
Avg. volume 1M:   0.000
Avg. price 6M:   1.033
Avg. volume 6M:   0.000
Avg. price 1Y:   1.215
Avg. volume 1Y:   0.000
Volatility 1M:   189.48%
Volatility 6M:   213.24%
Volatility 1Y:   171.39%
Volatility 3Y:   -