Soc. Generale Call 152 TSM 21.06.2024
/ DE000SW94HM4
Soc. Generale Call 152 TSM 21.06..../ DE000SW94HM4 /
| 2024-05-31 9:40:13 PM |
Chg.-0.170 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-28.81% |
0.460
Bid Size: 8,000 |
0.470
Ask Size: 8,000 |
Taiwan Semiconductor... |
152.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SW94HM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
152.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
-0.09 |
| Time value: |
0.49 |
| Break-even: |
145.01 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
0.50 |
| Theta: |
-0.14 |
| Omega: |
14.22 |
| Rho: |
0.04 |
Quote data
| Open: |
0.450 |
| High: |
0.480 |
| Low: |
0.390 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.82% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
0.420 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
