Soc. Generale Call 85 TSM 17.01.2025
/ DE000SQ6YAY6
Soc. Generale Call 85 TSM 17.01.2.../ DE000SQ6YAY6 /
06/09/2024 21:51:14 |
Chg.-0.490 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
6.740EUR |
-6.78% |
6.710 Bid Size: 4,000 |
6.720 Ask Size: 4,000 |
Taiwan Semiconductor... |
85.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
SQ6YAY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
03/01/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.58 |
Intrinsic value: |
6.48 |
Implied volatility: |
0.56 |
Historic volatility: |
0.33 |
Parity: |
6.48 |
Time value: |
0.14 |
Break-even: |
142.88 |
Moneyness: |
1.84 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.01 |
Spread %: |
0.15% |
Delta: |
0.98 |
Theta: |
-0.02 |
Omega: |
2.09 |
Rho: |
0.26 |
Quote data
Open: |
7.290 |
High: |
7.390 |
Low: |
6.660 |
Previous Close: |
7.230 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-15.11% |
1 Month |
|
|
-10.85% |
3 Months |
|
|
-12.47% |
YTD |
|
|
+172.87% |
1 Year |
|
|
+294.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.090 |
6.740 |
1M High / 1M Low: |
8.360 |
6.740 |
6M High / 6M Low: |
10.110 |
4.560 |
High (YTD): |
10/07/2024 |
10.110 |
Low (YTD): |
05/01/2024 |
2.090 |
52W High: |
10/07/2024 |
10.110 |
52W Low: |
26/09/2023 |
1.360 |
Avg. price 1W: |
|
7.244 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.775 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.072 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.834 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
64.25% |
Volatility 6M: |
|
79.97% |
Volatility 1Y: |
|
90.49% |
Volatility 3Y: |
|
- |