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Soc. Generale Call 114 TSM 17.01..../  DE000SV693Z3  /

Frankfurt Zert./SG
11/14/2024  7:44:36 PM Chg.+0.090 Bid8:40:42 PM Ask8:40:42 PM Underlying Strike price Expiration date Option type
7.230EUR +1.26% 7.230
Bid Size: 60,000		 7.250
Ask Size: 60,000		 Taiwan Semiconductor... 114.00 USD 1/17/2025 Call
 

Master data

WKN: SV693Z
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 114.00 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: 2.49
Leverage: Yes

Calculated values

Fair value: 6.94
Intrinsic value: 6.88
Implied volatility: 0.83
Historic volatility: 0.36
Parity: 6.88
Time value: 0.22
Break-even: 178.90
Moneyness: 1.64
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.14%
Delta: 0.95
Theta: -0.06
Omega: 2.35
Rho: 0.17
 

Quote data

Open: 7.090
High: 7.410
Low: 7.090
Previous Close: 7.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.36%
1 Month
  -3.34%
3 Months  
+28.88%
YTD  
+645.36%
1 Year  
+760.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.340 7.140
1M High / 1M Low: 8.800 6.910
6M High / 6M Low: 8.800 3.800
High (YTD): 10/17/2024 8.800
Low (YTD): 1/5/2024 0.750
52W High: 10/17/2024 8.800
52W Low: 12/4/2023 0.680
Avg. price 1W:   7.770
Avg. volume 1W:   0.000
Avg. price 1M:   7.754
Avg. volume 1M:   0.000
Avg. price 6M:   5.969
Avg. volume 6M:   0.000
Avg. price 1Y:   4.114
Avg. volume 1Y:   0.000
Volatility 1M:   121.39%
Volatility 6M:   115.51%
Volatility 1Y:   133.68%
Volatility 3Y:   -