Soc. Generale Call 95 QRVO 16.01.2026
/ DE000SW97ZM9
Soc. Generale Call 95 QRVO 16.01..../ DE000SW97ZM9 /
| 26/09/2024 21:49:20 |
Chg.+0.190 |
Bid21:58:28 |
Ask21:58:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.450EUR |
+8.41% |
2.460
Bid Size: 5,000 |
2.500
Ask Size: 5,000 |
Qorvo Inc |
95.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
SW97ZM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Qorvo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
10/05/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.32 |
| Parity: |
0.67 |
| Time value: |
1.70 |
| Break-even: |
109.06 |
| Moneyness: |
1.08 |
| Premium: |
0.18 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
1.72% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
2.67 |
| Rho: |
0.52 |
Quote data
| Open: |
2.270 |
| High: |
2.470 |
| Low: |
2.270 |
| Previous Close: |
2.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.41% |
| 1 Month |
|
|
-19.93% |
| 3 Months |
|
|
-28.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.460 |
2.260 |
| 1M High / 1M Low: |
3.270 |
2.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.683 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
