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Soc. Generale Call 105 TSM 20.09..../  DE000SV66AK3  /

Frankfurt Zert./SG
8/2/2024  12:02:48 PM Chg.-0.560 Bid12:16:28 PM Ask12:16:28 PM Underlying Strike price Expiration date Option type
4.480EUR -11.11% 4.440
Bid Size: 1,000		 4.510
Ask Size: 1,000		 Taiwan Semiconductor... 105.00 USD 9/20/2024 Call
 

Master data

WKN: SV66AK
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 105.00 USD
Maturity: 9/20/2024
Issue date: 6/7/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.92
Leverage: Yes

Calculated values

Fair value: 4.98
Intrinsic value: 4.93
Implied volatility: 0.64
Historic volatility: 0.32
Parity: 4.93
Time value: 0.09
Break-even: 147.54
Moneyness: 1.51
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.20%
Delta: 0.97
Theta: -0.03
Omega: 2.84
Rho: 0.12
 

Quote data

Open: 4.590
High: 4.600
Low: 4.400
Previous Close: 5.040
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.63%
1 Month
  -34.50%
3 Months  
+35.76%
YTD  
+314.81%
1 Year  
+326.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.700 4.830
1M High / 1M Low: 8.060 4.830
6M High / 6M Low: 8.060 1.720
High (YTD): 7/10/2024 8.060
Low (YTD): 1/5/2024 0.800
52W High: 7/10/2024 8.060
52W Low: 10/31/2023 0.480
Avg. price 1W:   5.228
Avg. volume 1W:   0.000
Avg. price 1M:   6.508
Avg. volume 1M:   0.000
Avg. price 6M:   4.577
Avg. volume 6M:   0.000
Avg. price 1Y:   2.708
Avg. volume 1Y:   0.000
Volatility 1M:   120.25%
Volatility 6M:   131.23%
Volatility 1Y:   141.59%
Volatility 3Y:   -