Soc. Generale Call 110 MRVL 21.02.2025
/ DE000SJ6R910
Soc. Generale Call 110 MRVL 21.02.../ DE000SJ6R910 /
| 24/01/2025 21:41:00 |
Chg.-0.150 |
Bid21:59:16 |
Ask21:59:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.540EUR |
-8.88% |
1.510
Bid Size: 2,000 |
1.520
Ask Size: 2,000 |
Marvell Technology I... |
110.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
SJ6R91 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Marvell Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 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: |
7.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.53 |
| Parity: |
1.34 |
| Time value: |
0.19 |
| Break-even: |
120.11 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.82 |
| Theta: |
-0.09 |
| Omega: |
6.36 |
| Rho: |
0.06 |
Quote data
| Open: |
1.610 |
| High: |
1.700 |
| Low: |
1.540 |
| Previous Close: |
1.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.78% |
| 1 Month |
|
|
+42.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
+65.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.840 |
1.540 |
| 1M High / 1M Low: |
1.840 |
0.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
20/01/2025 |
1.840 |
| Low (YTD): |
14/01/2025 |
0.940 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.271 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |