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Soc. Generale Call 72 TSM 21.06.2.../  DE000SQ3TES7  /

Frankfurt Zert./SG
2024-05-31  9:41:36 PM Chg.-0.270 Bid9:59:50 PM Ask- Underlying Strike price Expiration date Option type
7.220EUR -3.60% 7.300
Bid Size: 4,000		 -
Ask Size: -		 Taiwan Semiconductor... 72.00 USD 2024-06-21 Call
 

Master data

WKN: SQ3TES
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 72.00 USD
Maturity: 2024-06-21
Issue date: 2022-11-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.90
Leverage: Yes

Calculated values

Fair value: 7.30
Intrinsic value: 7.29
Implied volatility: 1.59
Historic volatility: 0.28
Parity: 7.29
Time value: 0.04
Break-even: 139.67
Moneyness: 2.10
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.05
Omega: 1.87
Rho: 0.04
 

Quote data

Open: 7.220
High: 7.340
Low: 7.090
Previous Close: 7.490
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.97%
1 Month  
+15.34%
3 Months  
+22.79%
YTD  
+129.21%
1 Year  
+134.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.320 7.220
1M High / 1M Low: 8.320 6.030
6M High / 6M Low: 8.320 2.510
High (YTD): 2024-05-27 8.320
Low (YTD): 2024-01-05 2.710
52W High: 2024-05-27 8.320
52W Low: 2023-09-26 1.720
Avg. price 1W:   7.746
Avg. volume 1W:   0.000
Avg. price 1M:   7.289
Avg. volume 1M:   0.000
Avg. price 6M:   5.259
Avg. volume 6M:   0.000
Avg. price 1Y:   3.897
Avg. volume 1Y:   0.000
Volatility 1M:   59.70%
Volatility 6M:   81.15%
Volatility 1Y:   79.16%
Volatility 3Y:   -