Soc. Generale Call 85 TSM 21.06.2024
/ DE000SN3Y339
Soc. Generale Call 85 TSM 21.06.2.../ DE000SN3Y339 /
| 2024-05-31 9:41:40 PM |
Chg.-0.290 |
Bid9:59:42 PM |
Ask9:59:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.030EUR |
-4.59% |
6.110
Bid Size: 4,000 |
6.120
Ask Size: 4,000 |
Taiwan Semiconductor... |
85.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SN3Y33 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-06-24 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.10 |
| Intrinsic value: |
6.09 |
| Implied volatility: |
1.31 |
| Historic volatility: |
0.28 |
| Parity: |
6.09 |
| Time value: |
0.05 |
| Break-even: |
139.75 |
| Moneyness: |
1.78 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.16% |
| Delta: |
0.98 |
| Theta: |
-0.06 |
| Omega: |
2.22 |
| Rho: |
0.04 |
Quote data
| Open: |
6.040 |
| High: |
6.110 |
| Low: |
5.880 |
| Previous Close: |
6.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.61% |
| 1 Month |
|
|
+19.41% |
| 3 Months |
|
|
+28.03% |
| YTD |
|
|
+187.14% |
| 1 Year |
|
|
+179.17% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.120 |
6.030 |
| 1M High / 1M Low: |
7.120 |
4.810 |
| 6M High / 6M Low: |
7.120 |
1.510 |
| High (YTD): |
2024-05-27 |
7.120 |
| Low (YTD): |
2024-01-05 |
1.660 |
| 52W High: |
2024-05-27 |
7.120 |
| 52W Low: |
2023-09-26 |
0.920 |
| Avg. price 1W: |
|
6.554 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.113 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.866 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
73.29% |
| Volatility 6M: |
|
108.99% |
| Volatility 1Y: |
|
108.48% |
| Volatility 3Y: |
|
- |
