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Soc. Generale Call 122 TSM 17.01..../  DE000SV66AX6  /

Frankfurt Zert./SG
7/9/2024  10:20:55 AM Chg.+0.070 Bid7/9/2024 Ask7/9/2024 Underlying Strike price Expiration date Option type
6.690EUR +1.06% 6.690
Bid Size: 2,000		 6.750
Ask Size: 2,000		 Taiwan Semiconductor... 122.00 USD 1/17/2025 Call
 

Master data

WKN: SV66AX
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 122.00 USD
Maturity: 1/17/2025
Issue date: 6/7/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.61
Leverage: Yes

Calculated values

Fair value: 6.20
Intrinsic value: 5.97
Implied volatility: 0.58
Historic volatility: 0.29
Parity: 5.97
Time value: 0.64
Break-even: 178.74
Moneyness: 1.53
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.15%
Delta: 0.90
Theta: -0.04
Omega: 2.34
Rho: 0.47
 

Quote data

Open: 6.710
High: 6.710
Low: 6.690
Previous Close: 6.620
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+16.35%
1 Month  
+43.56%
3 Months  
+103.34%
YTD  
+829.17%
1 Year  
+562.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.620 5.750
1M High / 1M Low: 6.860 4.820
6M High / 6M Low: 6.860 0.570
High (YTD): 6/19/2024 6.860
Low (YTD): 1/5/2024 0.550
52W High: 6/19/2024 6.860
52W Low: 10/31/2023 0.350
Avg. price 1W:   6.236
Avg. volume 1W:   0.000
Avg. price 1M:   5.701
Avg. volume 1M:   0.000
Avg. price 6M:   3.078
Avg. volume 6M:   0.000
Avg. price 1Y:   1.845
Avg. volume 1Y:   0.000
Volatility 1M:   101.07%
Volatility 6M:   168.44%
Volatility 1Y:   146.65%
Volatility 3Y:   -