Soc. Generale Call 104 TSM 21.06.2024
/ DE000SH79QU0
Soc. Generale Call 104 TSM 21.06..../ DE000SH79QU0 /
2024-05-31 9:38:40 AM |
Chg.-0.27 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.25EUR |
-5.97% |
- Bid Size: - |
- Ask Size: - |
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: |
4.25 |
High: |
4.25 |
Low: |
4.25 |
Previous Close: |
4.52 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.62% |
1 Month |
|
|
+41.67% |
3 Months |
|
|
+64.73% |
YTD |
|
|
+377.53% |
1 Year |
|
|
+248.36% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.30 |
4.25 |
1M High / 1M Low: |
5.30 |
3.00 |
6M High / 6M Low: |
5.30 |
0.55 |
High (YTD): |
2024-05-28 |
5.30 |
Low (YTD): |
2024-01-05 |
0.63 |
52W High: |
2024-05-28 |
5.30 |
52W Low: |
2023-10-31 |
0.34 |
Avg. price 1W: |
|
4.84 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.28 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.61 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.69 |
Avg. volume 1Y: |
|
3.45 |
Volatility 1M: |
|
99.90% |
Volatility 6M: |
|
171.58% |
Volatility 1Y: |
|
157.76% |
Volatility 3Y: |
|
- |