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Soc. Generale Call 95 TSM 21.06.2.../  DE000SH82EM7  /

Frankfurt Zert./SG
5/31/2024  9:46:42 PM Chg.-0.250 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
5.130EUR -4.65% 5.200
Bid Size: 4,000		 5.210
Ask Size: 4,000		 Taiwan Semiconductor... 95.00 USD 6/21/2024 Call
 

Master data

WKN: SH82EM
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 6/21/2024
Issue date: 4/25/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.67
Leverage: Yes

Calculated values

Fair value: 5.18
Intrinsic value: 5.17
Implied volatility: 1.08
Historic volatility: 0.28
Parity: 5.17
Time value: 0.05
Break-even: 139.77
Moneyness: 1.59
Premium: 0.00
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.19%
Delta: 0.98
Theta: -0.06
Omega: 2.60
Rho: 0.05
 

Quote data

Open: 5.120
High: 5.160
Low: 5.010
Previous Close: 5.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.36%
1 Month  
+23.91%
3 Months  
+33.25%
YTD  
+261.27%
1 Year  
+209.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.200 5.130
1M High / 1M Low: 6.200 3.910
6M High / 6M Low: 6.200 0.950
High (YTD): 5/27/2024 6.200
Low (YTD): 1/5/2024 1.040
52W High: 5/27/2024 6.200
52W Low: 9/26/2023 0.570
Avg. price 1W:   5.638
Avg. volume 1W:   0.000
Avg. price 1M:   5.176
Avg. volume 1M:   0.000
Avg. price 6M:   3.297
Avg. volume 6M:   0.000
Avg. price 1Y:   2.217
Avg. volume 1Y:   0.000
Volatility 1M:   85.73%
Volatility 6M:   141.27%
Volatility 1Y:   134.92%
Volatility 3Y:   -