Soc. Generale Call 80 TSM 20.12.2024
/ DE000SN4WWW6
Soc. Generale Call 80 TSM 20.12.2.../ DE000SN4WWW6 /
| 2024-11-14 4:51:21 PM |
Chg.+0.250 |
Bid5:47:21 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.470EUR |
+2.45% |
10.390
Bid Size: 50,000 |
-
Ask Size: - |
Taiwan Semiconductor... |
80.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SN4WWW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2022-07-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.12 |
| Intrinsic value: |
10.09 |
| Implied volatility: |
1.36 |
| Historic volatility: |
0.36 |
| Parity: |
10.09 |
| Time value: |
0.07 |
| Break-even: |
177.32 |
| Moneyness: |
2.33 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.04 |
| Omega: |
1.71 |
| Rho: |
0.07 |
Quote data
| Open: |
10.180 |
| High: |
10.470 |
| Low: |
10.180 |
| Previous Close: |
10.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.10% |
| 1 Month |
|
|
+0.10% |
| 3 Months |
|
|
+24.94% |
| YTD |
|
|
+277.98% |
| 1 Year |
|
|
+329.10% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.400 |
10.220 |
| 1M High / 1M Low: |
11.800 |
9.900 |
| 6M High / 6M Low: |
11.800 |
6.360 |
| High (YTD): |
2024-10-17 |
11.800 |
| Low (YTD): |
2024-01-05 |
2.350 |
| 52W High: |
2024-10-17 |
11.800 |
| 52W Low: |
2023-12-04 |
2.200 |
| Avg. price 1W: |
|
10.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.770 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.799 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
6.617 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
86.67% |
| Volatility 6M: |
|
79.95% |
| Volatility 1Y: |
|
84.53% |
| Volatility 3Y: |
|
- |
