Soc. Generale Call 110 TSM 20.12.2024
/ DE000SH8BCL4
Soc. Generale Call 110 TSM 20.12..../ DE000SH8BCL4 /
| 2024-09-06 9:36:02 PM |
Chg.-0.430 |
Bid9:59:14 PM |
Ask9:59:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.600EUR |
-8.55% |
4.540
Bid Size: 4,000 |
4.550
Ask Size: 4,000 |
Taiwan Semiconductor... |
110.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SH8BCL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2022-04-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.34 |
| Intrinsic value: |
4.22 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.33 |
| Parity: |
4.22 |
| Time value: |
0.24 |
| Break-even: |
143.83 |
| Moneyness: |
1.43 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
0.93 |
| Theta: |
-0.03 |
| Omega: |
2.95 |
| Rho: |
0.25 |
Quote data
| Open: |
5.110 |
| High: |
5.110 |
| Low: |
4.500 |
| Previous Close: |
5.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.58% |
| 1 Month |
|
|
-14.81% |
| 3 Months |
|
|
-16.36% |
| YTD |
|
|
+346.60% |
| 1 Year |
|
|
+547.89% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.870 |
4.600 |
| 1M High / 1M Low: |
6.150 |
4.600 |
| 6M High / 6M Low: |
7.830 |
2.580 |
| High (YTD): |
2024-07-10 |
7.830 |
| Low (YTD): |
2024-01-05 |
0.780 |
| 52W High: |
2024-07-10 |
7.830 |
| 52W Low: |
2023-10-31 |
0.510 |
| Avg. price 1W: |
|
5.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.575 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.948 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.088 |
| Avg. volume 1Y: |
|
29.412 |
| Volatility 1M: |
|
88.65% |
| Volatility 6M: |
|
112.14% |
| Volatility 1Y: |
|
136.19% |
| Volatility 3Y: |
|
- |
