Soc. Generale Call 114 TSM 21.06.2024
/ DE000SH79QZ9
Soc. Generale Call 114 TSM 21.06..../ DE000SH79QZ9 /
2024-05-31 9:39:01 PM |
Chg.-0.290 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.360EUR |
-7.95% |
3.450 Bid Size: 4,000 |
3.460 Ask Size: 4,000 |
Taiwan Semiconductor... |
114.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SH79QZ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
114.00 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: |
3.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.44 |
Intrinsic value: |
3.41 |
Implied volatility: |
0.77 |
Historic volatility: |
0.28 |
Parity: |
3.41 |
Time value: |
0.08 |
Break-even: |
139.98 |
Moneyness: |
1.32 |
Premium: |
0.01 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.29% |
Delta: |
0.95 |
Theta: |
-0.07 |
Omega: |
3.80 |
Rho: |
0.05 |
Quote data
Open: |
3.380 |
High: |
3.420 |
Low: |
3.270 |
Previous Close: |
3.650 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-21.13% |
1 Month |
|
|
+37.70% |
3 Months |
|
|
+47.37% |
YTD |
|
|
+558.82% |
1 Year |
|
|
+265.22% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.460 |
3.360 |
1M High / 1M Low: |
4.460 |
2.250 |
6M High / 6M Low: |
4.460 |
0.300 |
High (YTD): |
2024-05-27 |
4.460 |
Low (YTD): |
2024-01-05 |
0.320 |
52W High: |
2024-05-27 |
4.460 |
52W Low: |
2023-10-31 |
0.180 |
Avg. price 1W: |
|
3.896 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.459 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.925 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.215 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
132.47% |
Volatility 6M: |
|
224.69% |
Volatility 1Y: |
|
197.67% |
Volatility 3Y: |
|
- |