Soc. Generale Call 90 TSM 21.06.2024
/ DE000SN2KN66
Soc. Generale Call 90 TSM 21.06.2.../ DE000SN2KN66 /
2024-05-31 9:35:59 PM |
Chg.-0.250 |
Bid9:59:08 PM |
Ask9:59:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.580EUR |
-4.29% |
5.660 Bid Size: 4,000 |
5.670 Ask Size: 4,000 |
Taiwan Semiconductor... |
90.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SN2KN6 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2022-05-26 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.64 |
Intrinsic value: |
5.63 |
Implied volatility: |
1.19 |
Historic volatility: |
0.28 |
Parity: |
5.63 |
Time value: |
0.05 |
Break-even: |
139.76 |
Moneyness: |
1.68 |
Premium: |
0.00 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.18% |
Delta: |
0.98 |
Theta: |
-0.06 |
Omega: |
2.40 |
Rho: |
0.04 |
Quote data
Open: |
5.510 |
High: |
5.680 |
Low: |
5.400 |
Previous Close: |
5.830 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-13.62% |
1 Month |
|
|
+21.83% |
3 Months |
|
|
+31.29% |
YTD |
|
|
+217.05% |
1 Year |
|
|
+190.63% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.660 |
5.580 |
1M High / 1M Low: |
6.660 |
4.370 |
6M High / 6M Low: |
6.660 |
1.210 |
High (YTD): |
2024-05-27 |
6.660 |
Low (YTD): |
2024-01-05 |
1.350 |
52W High: |
2024-05-27 |
6.660 |
52W Low: |
2023-09-26 |
0.750 |
Avg. price 1W: |
|
6.092 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.633 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.706 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.545 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
78.40% |
Volatility 6M: |
|
120.34% |
Volatility 1Y: |
|
117.33% |
Volatility 3Y: |
|
- |