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

Frankfurt Zert./SG
10/11/2024  8:51:54 AM Chg.+0.160 Bid9:04:49 AM Ask9:04:49 AM Underlying Strike price Expiration date Option type
6.790EUR +2.41% 6.790
Bid Size: 2,000		 6.840
Ask Size: 2,000		 Taiwan Semiconductor... 115.00 USD 12/20/2024 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: 12/20/2024
Issue date: 4/11/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.54
Leverage: Yes

Calculated values

Fair value: 6.66
Intrinsic value: 6.59
Implied volatility: 0.66
Historic volatility: 0.34
Parity: 6.59
Time value: 0.14
Break-even: 172.40
Moneyness: 1.63
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.15%
Delta: 0.97
Theta: -0.03
Omega: 2.46
Rho: 0.19
 

Quote data

Open: 6.770
High: 6.790
Low: 6.770
Previous Close: 6.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.23%
1 Month  
+29.58%
3 Months
  -1.45%
YTD  
+671.59%
1 Year  
+995.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.700 6.160
1M High / 1M Low: 6.700 4.950
6M High / 6M Low: 7.390 2.310
High (YTD): 7/10/2024 7.390
Low (YTD): 1/5/2024 0.660
52W High: 7/10/2024 7.390
52W Low: 10/31/2023 0.420
Avg. price 1W:   6.506
Avg. volume 1W:   0.000
Avg. price 1M:   5.830
Avg. volume 1M:   0.000
Avg. price 6M:   5.010
Avg. volume 6M:   0.000
Avg. price 1Y:   3.303
Avg. volume 1Y:   0.000
Volatility 1M:   96.15%
Volatility 6M:   120.29%
Volatility 1Y:   144.39%
Volatility 3Y:   -