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Soc. Generale Call 165 TXN 21.06..../  DE000SH79HD5  /

EUWAX
2024-05-31  9:38:27 AM Chg.+0.15 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
2.48EUR +6.44% -
Bid Size: -		 -
Ask Size: -		 Texas Instruments In... 165.00 USD 2024-06-21 Call
 

Master data

WKN: SH79HD
Issuer: Société Générale
Currency: EUR
Underlying: Texas Instruments Incorporated
Type: Warrant
Option type: Call
Strike price: 165.00 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: 6.29
Leverage: Yes

Calculated values

Fair value: 2.80
Intrinsic value: 2.77
Implied volatility: 0.50
Historic volatility: 0.22
Parity: 2.77
Time value: 0.09
Break-even: 180.69
Moneyness: 1.18
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.08
Omega: 5.87
Rho: 0.08
 

Quote data

Open: 2.48
High: 2.48
Low: 2.48
Previous Close: 2.33
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.79%
1 Month  
+71.03%
3 Months  
+131.78%
YTD  
+62.09%
1 Year
  -10.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.81 2.33
1M High / 1M Low: 3.31 1.11
6M High / 6M Low: 3.31 0.59
High (YTD): 2024-05-23 3.31
Low (YTD): 2024-04-22 0.59
52W High: 2024-05-23 3.31
52W Low: 2023-11-09 0.53
Avg. price 1W:   2.58
Avg. volume 1W:   0.00
Avg. price 1M:   2.23
Avg. volume 1M:   13.64
Avg. price 6M:   1.30
Avg. volume 6M:   10.26
Avg. price 1Y:   1.54
Avg. volume 1Y:   5.01
Volatility 1M:   187.33%
Volatility 6M:   243.29%
Volatility 1Y:   193.69%
Volatility 3Y:   -