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

Frankfurt Zert./SG
28/10/2024  16:29:26 Chg.-0.650 Bid21:55:23 Ask- Underlying Strike price Expiration date Option type
10.490EUR -5.83% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 85.00 - 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 -
Maturity: 17/01/2025
Issue date: 03/01/2023
Last trading day: 29/10/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.71
Leverage: Yes

Calculated values

Fair value: 9.21
Intrinsic value: 9.17
Implied volatility: 2.08
Historic volatility: 0.36
Parity: 9.17
Time value: 1.15
Break-even: 188.20
Moneyness: 2.08
Premium: 0.07
Premium p.a.: 0.43
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.90
Theta: -0.21
Omega: 1.54
Rho: 0.10
 

Quote data

Open: 10.820
High: 10.820
Low: 10.400
Previous Close: 11.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+4.59%
3 Months  
+31.13%
YTD  
+324.70%
1 Year  
+383.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 11.410 9.490
6M High / 6M Low: 11.410 6.000
High (YTD): 17/10/2024 11.410
Low (YTD): 05/01/2024 2.090
52W High: 17/10/2024 11.410
52W Low: 04/12/2023 1.930
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   10.525
Avg. volume 1M:   0.000
Avg. price 6M:   8.244
Avg. volume 6M:   0.000
Avg. price 1Y:   6.072
Avg. volume 1Y:   0.000
Volatility 1M:   120.39%
Volatility 6M:   83.30%
Volatility 1Y:   88.08%
Volatility 3Y:   -