Soc. Generale Call 64 MRVL 15.11.2024
/ DE000SY9DS78
Soc. Generale Call 64 MRVL 15.11..../ DE000SY9DS78 /
| 11/12/2024 3:24:45 PM |
Chg.-0.150 |
Bid9:59:24 PM |
Ask11/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.510EUR |
-5.64% |
2.710
Bid Size: 3,000 |
-
Ask Size: - |
Marvell Technology I... |
64.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
SY9DS7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Marvell Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
9/6/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
2.65 |
| Implied volatility: |
1.96 |
| Historic volatility: |
0.46 |
| Parity: |
2.65 |
| Time value: |
0.01 |
| Break-even: |
86.62 |
| Moneyness: |
1.44 |
| Premium: |
0.00 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.38% |
| Delta: |
0.98 |
| Theta: |
-0.11 |
| Omega: |
3.20 |
| Rho: |
0.00 |
Quote data
| Open: |
2.630 |
| High: |
2.630 |
| Low: |
2.510 |
| Previous Close: |
2.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.96% |
| 1 Month |
|
|
+139.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.800 |
2.110 |
| 1M High / 1M Low: |
2.800 |
1.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.890 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
