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Soc. Generale Call 115 TSM 17.01..../  DE000SQ8A3F7  /

Frankfurt Zert./SG
11/10/2024  11:09:22 Chg.+0.150 Bid11:51:08 Ask11:51:08 Underlying Strike price Expiration date Option type
6.880EUR +2.23% 6.880
Bid Size: 2,000		 6.920
Ask Size: 2,000		 Taiwan Semiconductor... 115.00 USD 17/01/2025 Call
 

Master data

WKN: SQ8A3F
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 17/01/2025
Issue date: 25/01/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.52
Leverage: Yes

Calculated values

Fair value: 6.57
Intrinsic value: 6.47
Implied volatility: 0.69
Historic volatility: 0.34
Parity: 6.47
Time value: 0.28
Break-even: 172.68
Moneyness: 1.62
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.15%
Delta: 0.94
Theta: -0.05
Omega: 2.36
Rho: 0.25
 

Quote data

Open: 6.850
High: 6.880
Low: 6.850
Previous Close: 6.730
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.90%
1 Month  
+29.32%
3 Months
  -1.29%
YTD  
+639.78%
1 Year  
+942.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.780 6.260
1M High / 1M Low: 6.780 5.060
6M High / 6M Low: 7.490 2.420
High (YTD): 10/07/2024 7.490
Low (YTD): 05/01/2024 0.710
52W High: 10/07/2024 7.490
52W Low: 31/10/2023 0.450
Avg. price 1W:   6.614
Avg. volume 1W:   0.000
Avg. price 1M:   5.929
Avg. volume 1M:   0.000
Avg. price 6M:   5.111
Avg. volume 6M:   0.000
Avg. price 1Y:   3.385
Avg. volume 1Y:   0.000
Volatility 1M:   95.53%
Volatility 6M:   114.82%
Volatility 1Y:   138.72%
Volatility 3Y:   -