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Soc. Generale Call 104 TSM 21.06..../  DE000SH79QU0  /

Frankfurt Zert./SG
2024-05-31  9:45:53 PM Chg.-0.230 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
4.310EUR -5.07% 4.350
Bid Size: 4,000		 4.360
Ask Size: 4,000		 Taiwan Semiconductor... 104.00 USD 2024-06-21 Call
 

Master data

WKN: SH79QU
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 104.00 USD
Maturity: 2024-06-21
Issue date: 2022-03-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.16
Leverage: Yes

Calculated values

Fair value: 4.36
Intrinsic value: 4.34
Implied volatility: 0.93
Historic volatility: 0.28
Parity: 4.34
Time value: 0.06
Break-even: 139.87
Moneyness: 1.45
Premium: 0.00
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.23%
Delta: 0.97
Theta: -0.07
Omega: 3.06
Rho: 0.05
 

Quote data

Open: 4.280
High: 4.350
Low: 4.100
Previous Close: 4.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.63%
1 Month  
+29.82%
3 Months  
+39.48%
YTD  
+373.63%
1 Year  
+244.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.390 4.310
1M High / 1M Low: 5.390 3.090
6M High / 6M Low: 5.390 0.550
High (YTD): 2024-05-27 5.390
Low (YTD): 2024-01-05 0.620
52W High: 2024-05-27 5.390
52W Low: 2023-10-31 0.340
Avg. price 1W:   4.814
Avg. volume 1W:   0.000
Avg. price 1M:   4.355
Avg. volume 1M:   0.000
Avg. price 6M:   2.604
Avg. volume 6M:   0.000
Avg. price 1Y:   1.690
Avg. volume 1Y:   4.883
Volatility 1M:   104.59%
Volatility 6M:   177.28%
Volatility 1Y:   164.45%
Volatility 3Y:   -