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

EUWAX
31/05/2024  09:38:40 Chg.-0.27 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
4.25EUR -5.97% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 104.00 USD 21/06/2024 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: 21/06/2024
Issue date: 31/03/2022
Last trading day: 20/06/2024
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  
+29.57%
3 Months  
+64.73%
YTD  
+377.53%
1 Year  
+245.53%
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): 28/05/2024 5.30
Low (YTD): 05/01/2024 0.63
52W High: 28/05/2024 5.30
52W Low: 31/10/2023 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:   2.60
Avg. volume 6M:   0.00
Avg. price 1Y:   1.69
Avg. volume 1Y:   3.44
Volatility 1M:   99.90%
Volatility 6M:   171.71%
Volatility 1Y:   157.47%
Volatility 3Y:   -