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Soc. Generale Call 85 TSM 17.01.2.../  DE000SQ6YAY6  /

Frankfurt Zert./SG
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:   -