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Soc. Generale Call 120 TSM 20.12..../  DE000SH8BCM2  /

Frankfurt Zert./SG
2024-11-14  4:43:23 PM Chg.+0.230 Bid5:47:37 PM Ask5:47:37 PM Underlying Strike price Expiration date Option type
6.720EUR +3.54% 6.650
Bid Size: 50,000		 6.670
Ask Size: 50,000		 Taiwan Semiconductor... 120.00 USD 2024-12-20 Call
 

Master data

WKN: SH8BCM
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 120.00 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: 2.75
Leverage: Yes

Calculated values

Fair value: 6.34
Intrinsic value: 6.31
Implied volatility: 0.88
Historic volatility: 0.36
Parity: 6.31
Time value: 0.12
Break-even: 177.87
Moneyness: 1.56
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.16%
Delta: 0.96
Theta: -0.07
Omega: 2.64
Rho: 0.10
 

Quote data

Open: 6.420
High: 6.720
Low: 6.420
Previous Close: 6.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.93%
1 Month
  -1.90%
3 Months  
+33.60%
YTD  
+820.55%
1 Year  
+1001.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.700 6.490
1M High / 1M Low: 8.210 6.290
6M High / 6M Low: 8.210 3.300
High (YTD): 2024-10-17 8.210
Low (YTD): 2024-01-05 0.530
52W High: 2024-10-17 8.210
52W Low: 2023-11-30 0.480
Avg. price 1W:   7.122
Avg. volume 1W:   0.000
Avg. price 1M:   7.127
Avg. volume 1M:   0.000
Avg. price 6M:   5.360
Avg. volume 6M:   0.000
Avg. price 1Y:   3.605
Avg. volume 1Y:   19.141
Volatility 1M:   132.56%
Volatility 6M:   124.27%
Volatility 1Y:   148.85%
Volatility 3Y:   -