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Soc. Generale Call 74 TSM 21.06.2.../  DE000SQ3TET5  /

EUWAX
2024-05-31  8:55:33 AM Chg.-0.24 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
6.99EUR -3.32% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 74.00 USD 2024-06-21 Call
 

Master data

WKN: SQ3TET
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 74.00 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: 1.95
Leverage: Yes

Calculated values

Fair value: 7.12
Intrinsic value: 7.10
Implied volatility: 1.49
Historic volatility: 0.28
Parity: 7.10
Time value: 0.04
Break-even: 139.61
Moneyness: 2.04
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.05
Omega: 1.92
Rho: 0.04
 

Quote data

Open: 6.99
High: 6.99
Low: 6.99
Previous Close: 7.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.87%
1 Month  
+16.31%
3 Months  
+34.42%
YTD  
+135.35%
1 Year  
+134.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.07 6.99
1M High / 1M Low: 8.08 5.69
6M High / 6M Low: 8.08 2.35
High (YTD): 2024-05-23 8.08
Low (YTD): 2024-01-05 2.58
52W High: 2024-05-23 8.08
52W Low: 2023-09-26 1.60
Avg. price 1W:   7.60
Avg. volume 1W:   0.00
Avg. price 1M:   7.03
Avg. volume 1M:   0.00
Avg. price 6M:   5.08
Avg. volume 6M:   0.00
Avg. price 1Y:   3.74
Avg. volume 1Y:   0.00
Volatility 1M:   66.43%
Volatility 6M:   93.44%
Volatility 1Y:   88.02%
Volatility 3Y:   -