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Soc. Generale Call 80 QRVO 20.12..../  DE000SV46A58  /

Frankfurt Zert./SG
10/11/2024  9:48:50 PM Chg.+0.040 Bid9:58:34 PM Ask9:58:34 PM Underlying Strike price Expiration date Option type
2.180EUR +1.87% 2.210
Bid Size: 4,000		 2.270
Ask Size: 4,000		 Qorvo Inc 80.00 USD 12/20/2024 Call
 

Master data

WKN: SV46A5
Issuer: Société Générale
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 80.00 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: 4.14
Leverage: Yes

Calculated values

Fair value: 2.06
Intrinsic value: 2.00
Implied volatility: 0.61
Historic volatility: 0.33
Parity: 2.00
Time value: 0.25
Break-even: 95.66
Moneyness: 1.27
Premium: 0.03
Premium p.a.: 0.15
Spread abs.: 0.06
Spread %: 2.74%
Delta: 0.86
Theta: -0.05
Omega: 3.54
Rho: 0.11
 

Quote data

Open: 1.940
High: 2.210
Low: 1.940
Previous Close: 2.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.80%
1 Month
  -19.85%
3 Months
  -48.58%
YTD
  -42.02%
1 Year
  -7.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.220 2.060
1M High / 1M Low: 2.720 2.040
6M High / 6M Low: 4.800 2.040
High (YTD): 7/16/2024 4.800
Low (YTD): 9/17/2024 2.040
52W High: 7/16/2024 4.800
52W Low: 11/2/2023 1.840
Avg. price 1W:   2.142
Avg. volume 1W:   0.000
Avg. price 1M:   2.226
Avg. volume 1M:   0.000
Avg. price 6M:   2.972
Avg. volume 6M:   0.000
Avg. price 1Y:   3.017
Avg. volume 1Y:   0.000
Volatility 1M:   120.90%
Volatility 6M:   119.57%
Volatility 1Y:   101.96%
Volatility 3Y:   -