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Soc. Generale Call 80 TSM 21.06.2.../  DE000SN4WWU0  /

EUWAX
2024-05-31  1:34:55 PM Chg.-0.18 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
6.51EUR -2.69% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 80.00 USD 2024-06-21 Call
 

Master data

WKN: SN4WWU
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2024-06-21
Issue date: 2022-07-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.11
Leverage: Yes

Calculated values

Fair value: 6.56
Intrinsic value: 6.55
Implied volatility: 1.43
Historic volatility: 0.28
Parity: 6.55
Time value: 0.05
Break-even: 139.74
Moneyness: 1.89
Premium: 0.00
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.15%
Delta: 0.98
Theta: -0.06
Omega: 2.07
Rho: 0.04
 

Quote data

Open: 6.50
High: 6.51
Low: 6.50
Previous Close: 6.69
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month  
+26.41%
3 Months  
+40.30%
YTD  
+162.50%
1 Year  
+158.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.52 6.51
1M High / 1M Low: 7.55 5.15
6M High / 6M Low: 7.55 1.87
High (YTD): 2024-05-23 7.55
Low (YTD): 2024-01-05 2.10
52W High: 2024-05-23 7.55
52W Low: 2023-09-26 1.23
Avg. price 1W:   7.06
Avg. volume 1W:   0.00
Avg. price 1M:   6.48
Avg. volume 1M:   0.00
Avg. price 6M:   4.56
Avg. volume 6M:   0.00
Avg. price 1Y:   3.27
Avg. volume 1Y:   0.00
Volatility 1M:   70.67%
Volatility 6M:   107.18%
Volatility 1Y:   101.23%
Volatility 3Y:   -