Soc. Generale Call 95 QRVO 20.12.2024
/ DE000SU2TNZ9
Soc. Generale Call 95 QRVO 20.12..../ DE000SU2TNZ9 /
| 10/18/2024 9:51:01 PM |
Chg.-0.100 |
Bid9:59:21 PM |
Ask9:59:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
-7.19% |
1.310
Bid Size: 5,000 |
1.340
Ask Size: 5,000 |
Qorvo Inc |
95.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SU2TNZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Qorvo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/27/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.33 |
| Parity: |
0.87 |
| Time value: |
0.48 |
| Break-even: |
100.91 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.03 |
| Spread %: |
2.27% |
| Delta: |
0.71 |
| Theta: |
-0.06 |
| Omega: |
5.09 |
| Rho: |
0.09 |
Quote data
| Open: |
1.260 |
| High: |
1.360 |
| Low: |
1.260 |
| Previous Close: |
1.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.26% |
| 1 Month |
|
|
-3.01% |
| 3 Months |
|
|
-57.28% |
| YTD |
|
|
-53.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.390 |
1.290 |
| 1M High / 1M Low: |
1.410 |
1.080 |
| 6M High / 6M Low: |
3.600 |
1.080 |
| High (YTD): |
7/16/2024 |
3.600 |
| Low (YTD): |
10/7/2024 |
1.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.235 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.904 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.86% |
| Volatility 6M: |
|
154.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
