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Soc. Generale Call 112 TSM 21.06..../  DE000SH79QY2  /

EUWAX
2024-05-31  9:38:42 AM Chg.-0.27 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
3.52EUR -7.12% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 112.00 USD 2024-06-21 Call
 

Master data

WKN: SH79QY
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 112.00 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: 3.79
Leverage: Yes

Calculated values

Fair value: 3.62
Intrinsic value: 3.60
Implied volatility: 0.80
Historic volatility: 0.28
Parity: 3.60
Time value: 0.07
Break-even: 139.94
Moneyness: 1.35
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.27%
Delta: 0.96
Theta: -0.07
Omega: 3.63
Rho: 0.05
 

Quote data

Open: 3.52
High: 3.52
Low: 3.52
Previous Close: 3.79
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.99%
1 Month  
+51.72%
3 Months  
+79.59%
YTD  
+528.57%
1 Year  
+270.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.57 3.52
1M High / 1M Low: 4.57 2.32
6M High / 6M Low: 4.57 0.32
High (YTD): 2024-05-28 4.57
Low (YTD): 2024-01-05 0.37
52W High: 2024-05-28 4.57
52W Low: 2023-10-31 0.20
Avg. price 1W:   4.11
Avg. volume 1W:   0.00
Avg. price 1M:   3.56
Avg. volume 1M:   0.00
Avg. price 6M:   2.06
Avg. volume 6M:   0.00
Avg. price 1Y:   1.30
Avg. volume 1Y:   0.00
Volatility 1M:   119.87%
Volatility 6M:   211.14%
Volatility 1Y:   190.90%
Volatility 3Y:   -