Soc. Generale Call 156 TSM 21.06.2024
/ DE000SW94HN2
Soc. Generale Call 156 TSM 21.06..../ DE000SW94HN2 /
| 2024-05-31 9:43:15 PM |
Chg.-0.110 |
Bid9:58:43 PM |
Ask9:58:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-26.83% |
0.320
Bid Size: 9,400 |
0.330
Ask Size: 9,400 |
Taiwan Semiconductor... |
156.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SW94HN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
156.00 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: |
40.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
-0.46 |
| Time value: |
0.34 |
| Break-even: |
147.20 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
1.76 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.39 |
| Theta: |
-0.13 |
| Omega: |
16.00 |
| Rho: |
0.03 |
Quote data
| Open: |
0.310 |
| High: |
0.360 |
| Low: |
0.270 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-61.04% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.300 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.568 |
| 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: |
|
- |
