OverviewChartNewsTraderScreen

Soc. Generale Call 75 TSM 20.12.2.../  DE000SN4WWV8  /

Frankfurt Zert./SG
8/1/2024  9:48:04 PM Chg.-0.620 Bid9:59:05 PM Ask- Underlying Strike price Expiration date Option type
7.930EUR -7.25% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 75.00 USD 12/20/2024 Call
 

Master data

WKN: SN4WWV
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 12/20/2024
Issue date: 7/13/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.77
Leverage: Yes

Calculated values

Fair value: 8.48
Intrinsic value: 8.39
Implied volatility: 0.86
Historic volatility: 0.31
Parity: 8.39
Time value: 0.25
Break-even: 155.69
Moneyness: 2.21
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.03
Omega: 1.71
Rho: 0.24
 

Quote data

Open: 8.790
High: 8.790
Low: 7.860
Previous Close: 8.550
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -2.70%
1 Month
  -17.65%
3 Months  
+32.39%
YTD  
+152.55%
1 Year  
+190.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.550 7.540
1M High / 1M Low: 10.870 7.540
6M High / 6M Low: 10.870 4.150
High (YTD): 7/10/2024 10.870
Low (YTD): 1/5/2024 2.710
52W High: 7/10/2024 10.870
52W Low: 9/26/2023 1.830
Avg. price 1W:   8.054
Avg. volume 1W:   0.000
Avg. price 1M:   9.330
Avg. volume 1M:   0.000
Avg. price 6M:   7.278
Avg. volume 6M:   0.000
Avg. price 1Y:   4.946
Avg. volume 1Y:   0.000
Volatility 1M:   87.75%
Volatility 6M:   79.37%
Volatility 1Y:   79.52%
Volatility 3Y:   -