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Soc. Generale Call 70 TSM 21.06.2.../  DE000SQ09D40  /

Frankfurt Zert./SG
2024-05-31  9:43:39 PM Chg.-0.270 Bid9:59:05 PM Ask- Underlying Strike price Expiration date Option type
7.420EUR -3.51% 7.500
Bid Size: 4,000		 -
Ask Size: -		 Taiwan Semiconductor... 70.00 USD 2024-06-21 Call
 

Master data

WKN: SQ09D4
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2024-06-21
Issue date: 2022-09-30
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.85
Leverage: Yes

Calculated values

Fair value: 7.48
Intrinsic value: 7.47
Implied volatility: 1.61
Historic volatility: 0.28
Parity: 7.47
Time value: 0.04
Break-even: 139.63
Moneyness: 2.16
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.05
Omega: 1.83
Rho: 0.03
 

Quote data

Open: 7.400
High: 7.530
Low: 7.290
Previous Close: 7.690
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.39%
1 Month  
+15.58%
3 Months  
+22.44%
YTD  
+122.82%
1 Year  
+130.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.500 7.420
1M High / 1M Low: 8.500 6.210
6M High / 6M Low: 8.500 2.680
High (YTD): 2024-05-27 8.500
Low (YTD): 2024-01-05 2.880
52W High: 2024-05-27 8.500
52W Low: 2023-09-26 1.860
Avg. price 1W:   7.938
Avg. volume 1W:   0.000
Avg. price 1M:   7.471
Avg. volume 1M:   0.000
Avg. price 6M:   5.437
Avg. volume 6M:   0.000
Avg. price 1Y:   4.063
Avg. volume 1Y:   0.000
Volatility 1M:   57.28%
Volatility 6M:   78.53%
Volatility 1Y:   76.33%
Volatility 3Y:   -