Soc. Generale Call 106 MRVL 21.02.2025
/ DE000SJ6R9Z0
Soc. Generale Call 106 MRVL 21.02.../ DE000SJ6R9Z0 /
| 24/01/2025 21:46:48 |
Chg.-0.170 |
Bid21:59:44 |
Ask21:59:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.860EUR |
-8.37% |
1.840
Bid Size: 2,000 |
1.850
Ask Size: 2,000 |
Marvell Technology I... |
106.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
SJ6R9Z |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Marvell Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
106.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
03/12/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.53 |
| Parity: |
1.72 |
| Time value: |
0.14 |
| Break-even: |
119.60 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.54% |
| Delta: |
0.87 |
| Theta: |
-0.08 |
| Omega: |
5.54 |
| Rho: |
0.06 |
Quote data
| Open: |
1.930 |
| High: |
2.050 |
| Low: |
1.860 |
| Previous Close: |
2.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.92% |
| 1 Month |
|
|
+39.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
+61.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.170 |
1.860 |
| 1M High / 1M Low: |
2.170 |
1.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
20/01/2025 |
2.170 |
| Low (YTD): |
14/01/2025 |
1.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.992 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.552 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |