Soc. Generale Call 122 TSM 17.01.2025
/ DE000SV66AX6
Soc. Generale Call 122 TSM 17.01..../ DE000SV66AX6 /
7/9/2024 9:59:30 AM |
Chg.+0.090 |
Bid10:16:38 AM |
Ask10:16:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
6.710EUR |
+1.36% |
6.710 Bid Size: 2,000 |
6.770 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: |
6.710 |
Previous Close: |
6.620 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+16.70% |
1 Month |
|
|
+43.99% |
3 Months |
|
|
+103.95% |
YTD |
|
|
+831.94% |
1 Year |
|
|
+564.36% |
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: |
|
- |