Soc. Generale Call 116 MRVL 21.02.../  DE000SJ7TVX1  /

EUWAX
1/24/2025  8:34:55 AM Chg.+0.04 Bid10:05:02 PM Ask10:05:02 PM Underlying Strike price Expiration date Option type
1.16EUR +3.57% -
Bid Size: -
-
Ask Size: -
Marvell Technology I... 116.00 USD 2/21/2025 Call
 

Master data

WKN: SJ7TVX
Issuer: Société Générale
Currency: EUR
Underlying: Marvell Technology Inc
Type: Warrant
Option type: Call
Strike price: 116.00 USD
Maturity: 2/21/2025
Issue date: 12/27/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.94
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 0.76
Implied volatility: 0.49
Historic volatility: 0.53
Parity: 0.76
Time value: 0.32
Break-even: 121.33
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 0.93%
Delta: 0.72
Theta: -0.10
Omega: 7.88
Rho: 0.05
 

Quote data

Open: 1.16
High: 1.16
Low: 1.16
Previous Close: 1.12
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+54.67%
1 Month     -
3 Months     -
YTD  
+73.13%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.33 1.12
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): 1/20/2025 1.33
Low (YTD): 1/13/2025 0.57
52W High: - -
52W Low: - -
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -