Soc. Generale Call 70 TSM 21.06.2024
/ DE000SQ09D40
Soc. Generale Call 70 TSM 21.06.2.../ DE000SQ09D40 /
2024-05-31 9:48:19 AM |
Chg.-0.26 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.38EUR |
-3.40% |
- Bid Size: - |
- 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: |
7.38 |
High: |
7.38 |
Low: |
7.38 |
Previous Close: |
7.64 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.44% |
1 Month |
|
|
+15.49% |
3 Months |
|
|
+34.18% |
YTD |
|
|
+124.32% |
1 Year |
|
|
+126.38% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.42 |
7.38 |
1M High / 1M Low: |
8.45 |
6.10 |
6M High / 6M Low: |
8.45 |
2.68 |
High (YTD): |
2024-05-23 |
8.45 |
Low (YTD): |
2024-01-04 |
2.91 |
52W High: |
2024-05-23 |
8.45 |
52W Low: |
2023-09-26 |
1.85 |
Avg. price 1W: |
|
7.96 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.39 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.42 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
4.06 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
61.27% |
Volatility 6M: |
|
85.61% |
Volatility 1Y: |
|
81.07% |
Volatility 3Y: |
|
- |