Soc. Generale Call 110 MRVL 21.02.2025
/ DE000SJ6R910
Soc. Generale Call 110 MRVL 21.02.../ DE000SJ6R910 /
| 1/24/2025 8:26:32 AM |
Chg.+0.04 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.61EUR |
+2.55% |
-
Bid Size: - |
-
Ask Size: - |
Marvell Technology I... |
110.00 USD |
2/21/2025 |
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: |
2/21/2025 |
| Issue date: |
12/3/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.53 |
| Parity: |
1.54 |
| Time value: |
0.16 |
| Break-even: |
122.61 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.59% |
| Delta: |
0.85 |
| Theta: |
-0.08 |
| Omega: |
6.08 |
| Rho: |
0.07 |
Quote data
| Open: |
1.61 |
| High: |
1.61 |
| Low: |
1.61 |
| Previous Close: |
1.57 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.48% |
| 1 Month |
|
|
+54.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
+69.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.83 |
1.13 |
| 1M High / 1M Low: |
1.83 |
0.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
1.83 |
| Low (YTD): |
1/2/2025 |
0.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
305.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |