Soc. Generale Call 160 TSM 20.09.2024
/ DE000SW97BZ2
Soc. Generale Call 160 TSM 20.09..../ DE000SW97BZ2 /
| 2024-09-06 9:45:59 PM |
Chg.-0.300 |
Bid9:59:14 PM |
Ask9:59:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-42.86% |
0.390
Bid Size: 7,700 |
0.400
Ask Size: 7,700 |
Taiwan Semiconductor... |
160.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW97BZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.33 |
| Parity: |
-0.29 |
| Time value: |
0.36 |
| Break-even: |
147.94 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
2.51 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.43 |
| Theta: |
-0.19 |
| Omega: |
16.85 |
| Rho: |
0.02 |
Quote data
| Open: |
0.740 |
| High: |
0.750 |
| Low: |
0.380 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-66.67% |
| 1 Month |
|
|
-68.50% |
| 3 Months |
|
|
-74.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
0.400 |
| 1M High / 1M Low: |
1.710 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.728 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.222 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
299.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
