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Soc. Generale Call 125 TSM 20.12..../  DE000SH8LP02  /

Frankfurt Zert./SG
06/09/2024  21:48:29 Chg.-0.480 Bid21:59:50 Ask21:59:50 Underlying Strike price Expiration date Option type
3.420EUR -12.31% 3.390
Bid Size: 5,000		 3.400
Ask Size: 5,000		 Taiwan Semiconductor... 125.00 USD 20/12/2024 Call
 

Master data

WKN: SH8LP0
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 125.00 USD
Maturity: 20/12/2024
Issue date: 11/04/2022
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.27
Leverage: Yes

Calculated values

Fair value: 3.07
Intrinsic value: 2.87
Implied volatility: 0.49
Historic volatility: 0.33
Parity: 2.87
Time value: 0.44
Break-even: 145.86
Moneyness: 1.25
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.30%
Delta: 0.85
Theta: -0.05
Omega: 3.63
Rho: 0.25
 

Quote data

Open: 3.930
High: 3.970
Low: 3.350
Previous Close: 3.900
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.49%
1 Month
  -18.38%
3 Months
  -21.02%
YTD  
+479.66%
1 Year  
+695.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.630 3.420
1M High / 1M Low: 4.920 3.420
6M High / 6M Low: 6.550 1.770
High (YTD): 10/07/2024 6.550
Low (YTD): 05/01/2024 0.430
52W High: 10/07/2024 6.550
52W Low: 31/10/2023 0.280
Avg. price 1W:   3.866
Avg. volume 1W:   0.000
Avg. price 1M:   4.375
Avg. volume 1M:   0.000
Avg. price 6M:   3.856
Avg. volume 6M:   0.000
Avg. price 1Y:   2.315
Avg. volume 1Y:   0.000
Volatility 1M:   109.15%
Volatility 6M:   136.56%
Volatility 1Y:   161.40%
Volatility 3Y:   -