Soc. Generale Call 58 MRVL 20.12.2024
/ DE000SY7FPA1
Soc. Generale Call 58 MRVL 20.12..../ DE000SY7FPA1 /
| 11/12/2024 9:28:24 AM |
Chg.-0.21 |
Bid9:36:21 PM |
Ask9:36:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.19EUR |
-6.18% |
3.30
Bid Size: 125,000 |
3.31
Ask Size: 125,000 |
Marvell Technology I... |
58.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SY7FPA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Marvell Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
8/16/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.23 |
| Intrinsic value: |
3.21 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.46 |
| Parity: |
3.21 |
| Time value: |
0.05 |
| Break-even: |
86.99 |
| Moneyness: |
1.59 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.31% |
| Delta: |
0.97 |
| Theta: |
-0.03 |
| Omega: |
2.57 |
| Rho: |
0.05 |
Quote data
| Open: |
3.19 |
| High: |
3.19 |
| Low: |
3.19 |
| Previous Close: |
3.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.60% |
| 1 Month |
|
|
+104.49% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.40 |
2.50 |
| 1M High / 1M Low: |
3.40 |
1.58 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
