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

Frankfurt Zert./SG
14/11/2024  21:39:18 Chg.+0.060 Bid21:59:33 Ask- Underlying Strike price Expiration date Option type
10.760EUR +0.56% 10.830
Bid Size: 3,000		 -
Ask Size: -		 Taiwan Semiconductor... 75.00 USD 20/12/2024 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: 20/12/2024
Issue date: 13/07/2022
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.66
Leverage: Yes

Calculated values

Fair value: 10.59
Intrinsic value: 10.57
Implied volatility: 1.50
Historic volatility: 0.36
Parity: 10.57
Time value: 0.07
Break-even: 177.38
Moneyness: 2.49
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.05
Omega: 1.64
Rho: 0.07
 

Quote data

Open: 10.650
High: 10.970
Low: 10.650
Previous Close: 10.700
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.19%
1 Month
  -1.56%
3 Months  
+22.27%
YTD  
+242.68%
1 Year  
+284.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.860 10.700
1M High / 1M Low: 12.270 10.330
6M High / 6M Low: 12.270 6.830
High (YTD): 17/10/2024 12.270
Low (YTD): 05/01/2024 2.710
52W High: 17/10/2024 12.270
52W Low: 04/12/2023 2.560
Avg. price 1W:   11.284
Avg. volume 1W:   0.000
Avg. price 1M:   11.239
Avg. volume 1M:   0.000
Avg. price 6M:   9.241
Avg. volume 6M:   0.000
Avg. price 1Y:   7.038
Avg. volume 1Y:   0.000
Volatility 1M:   82.71%
Volatility 6M:   75.34%
Volatility 1Y:   78.40%
Volatility 3Y:   -