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Soc. Generale Call 136 TSM 21.06..../  DE000SH79RA0  /

Frankfurt Zert./SG
2024-05-31  9:41:58 PM Chg.-0.250 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
1.440EUR -14.79% 1.500
Bid Size: 4,000		 1.510
Ask Size: 4,000		 Taiwan Semiconductor... 136.00 USD 2024-06-21 Call
 

Master data

WKN: SH79RA
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 136.00 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: 9.04
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 1.39
Implied volatility: 0.47
Historic volatility: 0.28
Parity: 1.39
Time value: 0.15
Break-even: 140.76
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 0.65%
Delta: 0.85
Theta: -0.10
Omega: 7.66
Rho: 0.06
 

Quote data

Open: 1.470
High: 1.550
Low: 1.340
Previous Close: 1.690
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -36.56%
1 Month  
+71.43%
3 Months  
+56.52%
YTD  
+1384.54%
1 Year  
+234.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.480 1.440
1M High / 1M Low: 2.480 0.680
6M High / 6M Low: 2.480 0.054
High (YTD): 2024-05-27 2.480
Low (YTD): 2024-01-05 0.054
52W High: 2024-05-27 2.480
52W Low: 2023-10-31 0.038
Avg. price 1W:   1.934
Avg. volume 1W:   0.000
Avg. price 1M:   1.573
Avg. volume 1M:   0.000
Avg. price 6M:   0.789
Avg. volume 6M:   0.000
Avg. price 1Y:   0.480
Avg. volume 1Y:   2.344
Volatility 1M:   285.02%
Volatility 6M:   367.10%
Volatility 1Y:   300.53%
Volatility 3Y:   -