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Soc. Generale Call 80 QRVO 21.03..../  DE000SU0QA70  /

Frankfurt Zert./SG
10/18/2024  9:39:13 PM Chg.-0.070 Bid9:59:29 PM Ask9:59:29 PM Underlying Strike price Expiration date Option type
2.690EUR -2.54% 2.710
Bid Size: 4,000		 2.740
Ask Size: 4,000		 Qorvo Inc 80.00 USD 3/21/2025 Call
 

Master data

WKN: SU0QA7
Issuer: Société Générale
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 3/21/2025
Issue date: 10/13/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.50
Leverage: Yes

Calculated values

Fair value: 2.43
Intrinsic value: 2.25
Implied volatility: 0.57
Historic volatility: 0.33
Parity: 2.25
Time value: 0.50
Break-even: 101.11
Moneyness: 1.31
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 1.10%
Delta: 0.83
Theta: -0.03
Omega: 2.89
Rho: 0.22
 

Quote data

Open: 2.590
High: 2.720
Low: 2.590
Previous Close: 2.760
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.25%
1 Month  
+3.46%
3 Months
  -38.58%
YTD
  -31.73%
1 Year  
+6.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.760 2.650
1M High / 1M Low: 2.760 2.330
6M High / 6M Low: 4.920 2.290
High (YTD): 7/16/2024 4.920
Low (YTD): 9/17/2024 2.290
52W High: 7/16/2024 4.920
52W Low: 11/2/2023 2.040
Avg. price 1W:   2.684
Avg. volume 1W:   0.000
Avg. price 1M:   2.523
Avg. volume 1M:   0.000
Avg. price 6M:   3.159
Avg. volume 6M:   0.000
Avg. price 1Y:   3.222
Avg. volume 1Y:   0.000
Volatility 1M:   81.21%
Volatility 6M:   108.88%
Volatility 1Y:   94.66%
Volatility 3Y:   -