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

EUWAX
2024-06-07  9:47:49 AM Chg.+0.07 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
2.12EUR +3.41% -
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: 7.38
Leverage: Yes

Calculated values

Fair value: 2.43
Intrinsic value: 2.41
Implied volatility: 0.36
Historic volatility: 0.21
Parity: 2.41
Time value: 0.03
Break-even: 180.48
Moneyness: 1.15
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.04
Omega: 7.25
Rho: 0.06
 

Quote data

Open: 2.12
High: 2.12
Low: 2.12
Previous Close: 2.05
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.41%
1 Month  
+81.20%
3 Months  
+112.00%
YTD  
+61.83%
1 Year
  -4.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.11 1.94
1M High / 1M Low: 2.85 1.17
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:   2.02
Avg. volume 1W:   0.00
Avg. price 1M:   1.98
Avg. volume 1M:   0.00
Avg. price 6M:   1.10
Avg. volume 6M:   0.00
Avg. price 1Y:   1.31
Avg. volume 1Y:   0.00
Volatility 1M:   158.38%
Volatility 6M:   271.19%
Volatility 1Y:   213.29%
Volatility 3Y:   -