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Soc. Generale Call 124 TSM 17.01..../  DE000SV69315  /

Frankfurt Zert./SG
7/9/2024  9:51:31 AM Chg.+0.090 Bid10:19:03 AM Ask10:19:03 AM Underlying Strike price Expiration date Option type
6.550EUR +1.39% 6.540
Bid Size: 2,000		 6.600
Ask Size: 2,000		 Taiwan Semiconductor... 124.00 USD 1/17/2025 Call
 

Master data

WKN: SV6931
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 124.00 USD
Maturity: 1/17/2025
Issue date: 6/9/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.67
Leverage: Yes

Calculated values

Fair value: 6.02
Intrinsic value: 5.78
Implied volatility: 0.57
Historic volatility: 0.29
Parity: 5.78
Time value: 0.67
Break-even: 178.99
Moneyness: 1.51
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.16%
Delta: 0.89
Theta: -0.04
Omega: 2.38
Rho: 0.47
 

Quote data

Open: 6.550
High: 6.550
Low: 6.550
Previous Close: 6.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.81%
1 Month  
+45.23%
3 Months  
+107.28%
YTD  
+877.61%
1 Year  
+589.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.460 5.560
1M High / 1M Low: 6.760 4.680
6M High / 6M Low: 6.760 0.530
High (YTD): 6/19/2024 6.760
Low (YTD): 1/5/2024 0.500
52W High: 6/19/2024 6.760
52W Low: 10/31/2023 0.320
Avg. price 1W:   6.070
Avg. volume 1W:   0.000
Avg. price 1M:   5.559
Avg. volume 1M:   0.000
Avg. price 6M:   2.967
Avg. volume 6M:   0.000
Avg. price 1Y:   1.769
Avg. volume 1Y:   0.000
Volatility 1M:   107.14%
Volatility 6M:   169.23%
Volatility 1Y:   148.39%
Volatility 3Y:   -