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

EUWAX
2024-05-31  9:46:49 AM Chg.-0.27 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
5.07EUR -5.06% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 95.00 USD 2024-06-21 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: 2024-06-21
Issue date: 2022-04-25
Last trading day: 2024-06-20
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: 5.07
High: 5.07
Low: 5.07
Previous Close: 5.34
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.98%
1 Month  
+33.07%
3 Months  
+54.10%
YTD  
+264.75%
1 Year  
+211.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.13 5.07
1M High / 1M Low: 6.15 3.81
6M High / 6M Low: 6.15 0.93
High (YTD): 2024-05-23 6.15
Low (YTD): 2024-01-04 1.07
52W High: 2024-05-23 6.15
52W Low: 2023-09-26 0.57
Avg. price 1W:   5.66
Avg. volume 1W:   0.00
Avg. price 1M:   5.09
Avg. volume 1M:   0.00
Avg. price 6M:   3.30
Avg. volume 6M:   0.00
Avg. price 1Y:   2.21
Avg. volume 1Y:   0.00
Volatility 1M:   87.91%
Volatility 6M:   142.22%
Volatility 1Y:   136.99%
Volatility 3Y:   -