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Soc. Generale Call 115 TSM 20.12..../  DE000SH8LPZ5  /

Frankfurt Zert./SG
06/09/2024  21:46:31 Chg.-0.480 Bid21:59:13 Ask21:59:13 Underlying Strike price Expiration date Option type
4.170EUR -10.32% 4.140
Bid Size: 4,000		 4.150
Ask Size: 4,000		 Taiwan Semiconductor... 115.00 USD 20/12/2024 Call
 

Master data

WKN: SH8LPZ
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 20/12/2024
Issue date: 11/04/2022
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.48
Leverage: Yes

Calculated values

Fair value: 3.90
Intrinsic value: 3.77
Implied volatility: 0.50
Historic volatility: 0.33
Parity: 3.77
Time value: 0.29
Break-even: 144.34
Moneyness: 1.36
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.25%
Delta: 0.91
Theta: -0.04
Omega: 3.16
Rho: 0.25
 

Quote data

Open: 4.710
High: 4.790
Low: 4.100
Previous Close: 4.650
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -21.17%
1 Month
  -15.59%
3 Months
  -17.91%
YTD  
+373.86%
1 Year  
+572.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.450 4.170
1M High / 1M Low: 5.770 4.170
6M High / 6M Low: 7.390 2.310
High (YTD): 10/07/2024 7.390
Low (YTD): 05/01/2024 0.660
52W High: 10/07/2024 7.390
52W Low: 31/10/2023 0.420
Avg. price 1W:   4.628
Avg. volume 1W:   0.000
Avg. price 1M:   5.175
Avg. volume 1M:   0.000
Avg. price 6M:   4.578
Avg. volume 6M:   0.000
Avg. price 1Y:   2.825
Avg. volume 1Y:   0.000
Volatility 1M:   99.39%
Volatility 6M:   120.60%
Volatility 1Y:   144.97%
Volatility 3Y:   -