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Soc. Generale Call 90 QRVO 17.01..../  DE000SQ86269  /

Frankfurt Zert./SG
2024-11-15  9:51:25 PM Chg.-0.005 Bid9:58:08 PM Ask9:58:08 PM Underlying Strike price Expiration date Option type
0.026EUR -16.13% 0.025
Bid Size: 10,000		 0.035
Ask Size: 10,000		 Qorvo Inc 90.00 USD 2025-01-17 Call
 

Master data

WKN: SQ8626
Issuer: Société Générale
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 173.11
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.42
Parity: -2.32
Time value: 0.04
Break-even: 85.85
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 5.59
Spread abs.: 0.01
Spread %: 38.46%
Delta: 0.07
Theta: -0.01
Omega: 12.27
Rho: 0.01
 

Quote data

Open: 0.007
High: 0.028
Low: 0.007
Previous Close: 0.031
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -43.48%
1 Month
  -98.55%
3 Months
  -98.92%
YTD
  -99.17%
1 Year
  -98.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.022
1M High / 1M Low: 1.790 0.022
6M High / 6M Low: 4.060 0.022
High (YTD): 2024-07-16 4.060
Low (YTD): 2024-11-13 0.022
52W High: 2024-07-16 4.060
52W Low: 2024-11-13 0.022
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.653
Avg. volume 1M:   0.000
Avg. price 6M:   2.056
Avg. volume 6M:   0.000
Avg. price 1Y:   2.333
Avg. volume 1Y:   0.000
Volatility 1M:   422.73%
Volatility 6M:   210.70%
Volatility 1Y:   168.84%
Volatility 3Y:   -