Soc. Generale Call 106 TSM 17.01.2025
/ DE000SV693Y6
Soc. Generale Call 106 TSM 17.01..../ DE000SV693Y6 /
| 11/14/2024 9:49:25 PM |
Chg.+0.060 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.930EUR |
+0.76% |
7.990
Bid Size: 3,000 |
8.010
Ask Size: 3,000 |
Taiwan Semiconductor... |
106.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
SV693Y |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
106.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
6/9/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.69 |
| Intrinsic value: |
7.63 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.36 |
| Parity: |
7.63 |
| Time value: |
0.19 |
| Break-even: |
178.52 |
| Moneyness: |
1.76 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.13% |
| Delta: |
0.96 |
| Theta: |
-0.05 |
| Omega: |
2.16 |
| Rho: |
0.16 |
Quote data
| Open: |
7.820 |
| High: |
8.180 |
| Low: |
7.820 |
| Previous Close: |
7.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.79% |
| 1 Month |
|
|
-3.17% |
| 3 Months |
|
|
+26.88% |
| YTD |
|
|
+514.73% |
| 1 Year |
|
|
+608.04% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.060 |
7.870 |
| 1M High / 1M Low: |
9.540 |
7.620 |
| 6M High / 6M Low: |
9.540 |
4.390 |
| High (YTD): |
10/17/2024 |
9.540 |
| Low (YTD): |
1/5/2024 |
1.010 |
| 52W High: |
10/17/2024 |
9.540 |
| 52W Low: |
12/4/2023 |
0.920 |
| Avg. price 1W: |
|
8.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.469 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.632 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.665 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
111.18% |
| Volatility 6M: |
|
103.43% |
| Volatility 1Y: |
|
117.70% |
| Volatility 3Y: |
|
- |
