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Soc. Generale Call 170 TXN 21.06..../  DE000SH79HE3  /

EUWAX
2024-05-31  9:38:27 AM Chg.+0.14 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
2.05EUR +7.33% -
Bid Size: -		 -
Ask Size: -		 Texas Instruments In... 170.00 USD 2024-06-21 Call
 

Master data

WKN: SH79HE
Issuer: Société Générale
Currency: EUR
Underlying: Texas Instruments Incorporated
Type: Warrant
Option type: Call
Strike price: 170.00 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: 7.46
Leverage: Yes

Calculated values

Fair value: 2.34
Intrinsic value: 2.31
Implied volatility: 0.44
Historic volatility: 0.22
Parity: 2.31
Time value: 0.10
Break-even: 180.80
Moneyness: 1.15
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.92
Theta: -0.09
Omega: 6.85
Rho: 0.08
 

Quote data

Open: 2.05
High: 2.05
Low: 2.05
Previous Close: 1.91
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.77%
1 Month  
+83.04%
3 Months  
+141.18%
YTD  
+56.49%
1 Year
  -18.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.36 1.91
1M High / 1M Low: 2.85 0.82
6M High / 6M Low: 2.85 0.43
High (YTD): 2024-05-23 2.85
Low (YTD): 2024-04-22 0.43
52W High: 2024-05-23 2.85
52W Low: 2024-04-22 0.43
Avg. price 1W:   2.15
Avg. volume 1W:   0.00
Avg. price 1M:   1.83
Avg. volume 1M:   0.00
Avg. price 6M:   1.06
Avg. volume 6M:   0.00
Avg. price 1Y:   1.32
Avg. volume 1Y:   0.00
Volatility 1M:   186.41%
Volatility 6M:   271.32%
Volatility 1Y:   213.53%
Volatility 3Y:   -