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Soc. Generale Call 114 TSM 21.06..../  DE000SH79QZ9  /

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
3.34EUR -7.48% -
Bid Size: -		 -
Ask Size: -		 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: 3.34
High: 3.34
Low: 3.34
Previous Close: 3.61
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.50%
1 Month  
+55.35%
3 Months  
+83.52%
YTD  
+581.63%
1 Year  
+275.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.39 3.34
1M High / 1M Low: 4.39 2.15
6M High / 6M Low: 4.39 0.28
High (YTD): 2024-05-28 4.39
Low (YTD): 2024-01-05 0.33
52W High: 2024-05-28 4.39
52W Low: 2023-10-31 0.18
Avg. price 1W:   3.93
Avg. volume 1W:   0.00
Avg. price 1M:   3.38
Avg. volume 1M:   0.00
Avg. price 6M:   1.93
Avg. volume 6M:   0.00
Avg. price 1Y:   1.21
Avg. volume 1Y:   0.00
Volatility 1M:   125.89%
Volatility 6M:   221.14%
Volatility 1Y:   196.68%
Volatility 3Y:   -