Soc. Generale Call 154 TSM 20.09.2024
/ DE000SW94H93
Soc. Generale Call 154 TSM 20.09..../ DE000SW94H93 /
| 9/6/2024 9:42:01 PM |
Chg.-0.410 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-37.61% |
0.670
Bid Size: 7,000 |
0.680
Ask Size: 7,000 |
Taiwan Semiconductor... |
154.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW94H9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
154.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
5/9/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.33 |
| Parity: |
0.25 |
| Time value: |
0.37 |
| Break-even: |
145.12 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
0.61 |
| Theta: |
-0.18 |
| Omega: |
13.86 |
| Rho: |
0.03 |
Quote data
| Open: |
1.120 |
| High: |
1.120 |
| Low: |
0.640 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.28% |
| 1 Month |
|
|
-56.41% |
| 3 Months |
|
|
-64.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.790 |
0.680 |
| 1M High / 1M Low: |
2.140 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.622 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
