Soc. Generale Call 140 QRVO 20.12.2024
/ DE000SW220K6
Soc. Generale Call 140 QRVO 20.12.../ DE000SW220K6 /
10/18/2024 9:37:00 PM |
Chg.-0.034 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.056EUR |
-37.78% |
0.057 Bid Size: 10,000 |
0.067 Ask Size: 10,000 |
Qorvo Inc |
140.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SW220K |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Qorvo Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
9/4/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
143.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.33 |
Parity: |
-3.27 |
Time value: |
0.07 |
Break-even: |
129.49 |
Moneyness: |
0.75 |
Premium: |
0.35 |
Premium p.a.: |
4.77 |
Spread abs.: |
0.01 |
Spread %: |
17.54% |
Delta: |
0.08 |
Theta: |
-0.02 |
Omega: |
12.10 |
Rho: |
0.01 |
Quote data
Open: |
0.064 |
High: |
0.081 |
Low: |
0.056 |
Previous Close: |
0.090 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-35.63% |
1 Month |
|
|
-39.78% |
3 Months |
|
|
-92.73% |
YTD |
|
|
-93.09% |
1 Year |
|
|
-87.56% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.056 |
1M High / 1M Low: |
0.110 |
0.056 |
6M High / 6M Low: |
1.020 |
0.056 |
High (YTD): |
7/16/2024 |
1.020 |
Low (YTD): |
10/18/2024 |
0.056 |
52W High: |
7/16/2024 |
1.020 |
52W Low: |
10/18/2024 |
0.056 |
Avg. price 1W: |
|
0.083 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.084 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.339 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.460 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
272.39% |
Volatility 6M: |
|
260.35% |
Volatility 1Y: |
|
213.24% |
Volatility 3Y: |
|
- |