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Soc. Generale Call 100 TSM 21.06..../  DE000SH8H7F0  /

EUWAX
2024-05-31  1:44:46 PM Chg.-0.18 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
4.67EUR -3.71% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 100.00 USD 2024-06-21 Call
 

Master data

WKN: SH8H7F
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2024-06-21
Issue date: 2022-04-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.92
Leverage: Yes

Calculated values

Fair value: 4.72
Intrinsic value: 4.70
Implied volatility: 0.98
Historic volatility: 0.28
Parity: 4.70
Time value: 0.06
Break-even: 139.78
Moneyness: 1.51
Premium: 0.00
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.21%
Delta: 0.97
Theta: -0.06
Omega: 2.84
Rho: 0.05
 

Quote data

Open: 4.66
High: 4.67
Low: 4.66
Previous Close: 4.85
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.55%
1 Month  
+40.24%
3 Months  
+61.03%
YTD  
+332.41%
1 Year  
+233.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.66 4.67
1M High / 1M Low: 5.68 3.33
6M High / 6M Low: 5.68 0.68
High (YTD): 2024-05-23 5.68
Low (YTD): 2024-01-05 0.78
52W High: 2024-05-23 5.68
52W Low: 2023-09-26 0.42
Avg. price 1W:   5.21
Avg. volume 1W:   0.00
Avg. price 1M:   4.65
Avg. volume 1M:   0.00
Avg. price 6M:   2.90
Avg. volume 6M:   0.00
Avg. price 1Y:   1.90
Avg. volume 1Y:   0.00
Volatility 1M:   95.95%
Volatility 6M:   176.28%
Volatility 1Y:   158.60%
Volatility 3Y:   -