Soc. Generale Call 75 TSM 20.12.2024
/ DE000SN4WWV8
Soc. Generale Call 75 TSM 20.12.2.../ DE000SN4WWV8 /
10/11/2024 11:08:19 AM |
Chg.+0.170 |
Bid11:25:03 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
10.380EUR |
+1.67% |
10.360 Bid Size: 2,000 |
- 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: |
1.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.17 |
Intrinsic value: |
10.13 |
Implied volatility: |
1.10 |
Historic volatility: |
0.34 |
Parity: |
10.13 |
Time value: |
0.10 |
Break-even: |
170.90 |
Moneyness: |
2.48 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.98 |
Theta: |
-0.03 |
Omega: |
1.63 |
Rho: |
0.12 |
Quote data
Open: |
10.370 |
High: |
10.380 |
Low: |
10.350 |
Previous Close: |
10.210 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.90% |
1 Month |
|
|
+20.00% |
3 Months |
|
|
+0.58% |
YTD |
|
|
+230.57% |
1 Year |
|
|
+341.70% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.270 |
9.710 |
1M High / 1M Low: |
10.270 |
8.390 |
6M High / 6M Low: |
10.870 |
5.300 |
High (YTD): |
7/10/2024 |
10.870 |
Low (YTD): |
1/5/2024 |
2.710 |
52W High: |
7/10/2024 |
10.870 |
52W Low: |
10/31/2023 |
1.930 |
Avg. price 1W: |
|
10.072 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
9.317 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.374 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
6.201 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
60.76% |
Volatility 6M: |
|
73.84% |
Volatility 1Y: |
|
80.82% |
Volatility 3Y: |
|
- |