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

EUWAX
2024-05-31  9:38:44 AM Chg.-0.23 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.43EUR -13.86% -
Bid Size: -		 -
Ask Size: -		 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: 1.43
High: 1.43
Low: 1.43
Previous Close: 1.66
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.24%
1 Month  
+72.29%
3 Months  
+134.43%
YTD  
+1488.89%
1 Year  
+225.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.40 1.43
1M High / 1M Low: 2.40 0.66
6M High / 6M Low: 2.40 0.05
High (YTD): 2024-05-28 2.40
Low (YTD): 2024-01-05 0.06
52W High: 2024-05-28 2.40
52W Low: 2023-10-31 0.04
Avg. price 1W:   1.97
Avg. volume 1W:   0.00
Avg. price 1M:   1.53
Avg. volume 1M:   545.45
Avg. price 6M:   0.79
Avg. volume 6M:   216
Avg. price 1Y:   0.48
Avg. volume 1Y:   105.47
Volatility 1M:   241.36%
Volatility 6M:   360.92%
Volatility 1Y:   297.76%
Volatility 3Y:   -