Soc. Generale Call 86 MRVL 21.02.2025
/ DE000SJ6R9W7
Soc. Generale Call 86 MRVL 21.02..../ DE000SJ6R9W7 /
| 1/24/2025 8:26:32 AM |
Chg.+0.04 |
Bid10:05:06 PM |
Ask10:05:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.76EUR |
+1.08% |
-
Bid Size: - |
-
Ask Size: - |
Marvell Technology I... |
86.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
SJ6R9W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Marvell Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 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: |
3.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.87 |
| Intrinsic value: |
3.85 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.53 |
| Parity: |
3.85 |
| Time value: |
0.03 |
| Break-even: |
121.37 |
| Moneyness: |
1.47 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.52% |
| Delta: |
0.98 |
| Theta: |
-0.02 |
| Omega: |
3.06 |
| Rho: |
0.06 |
Quote data
| Open: |
3.76 |
| High: |
3.76 |
| Low: |
3.76 |
| Previous Close: |
3.72 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.24% |
| 1 Month |
|
|
+35.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
+38.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.01 |
3.18 |
| 1M High / 1M Low: |
4.01 |
2.59 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
4.01 |
| Low (YTD): |
1/2/2025 |
2.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |