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Soc. Generale Call 85 TSM 20.12.2.../  DE000SN3Y347  /

Frankfurt Zert./SG
02/08/2024  18:54:20 Chg.-0.780 Bid19:18:59 Ask19:18:59 Underlying Strike price Expiration date Option type
6.270EUR -11.06% 6.270
Bid Size: 60,000		 6.280
Ask Size: 60,000		 Taiwan Semiconductor... 85.00 USD 20/12/2024 Call
 

Master data

WKN: SN3Y34
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 85.00 USD
Maturity: 20/12/2024
Issue date: 24/06/2022
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.10
Leverage: Yes

Calculated values

Fair value: 6.89
Intrinsic value: 6.78
Implied volatility: 0.63
Historic volatility: 0.32
Parity: 6.78
Time value: 0.20
Break-even: 148.60
Moneyness: 1.86
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.14%
Delta: 0.97
Theta: -0.02
Omega: 2.03
Rho: 0.28
 

Quote data

Open: 6.550
High: 6.560
Low: 6.030
Previous Close: 7.050
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.87%
1 Month
  -28.51%
3 Months  
+21.98%
YTD  
+158.02%
1 Year  
+195.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.710 6.660
1M High / 1M Low: 10.020 6.660
6M High / 6M Low: 10.020 3.360
High (YTD): 10/07/2024 10.020
Low (YTD): 05/01/2024 2.040
52W High: 10/07/2024 10.020
52W Low: 26/09/2023 1.310
Avg. price 1W:   7.184
Avg. volume 1W:   0.000
Avg. price 1M:   8.462
Avg. volume 1M:   0.000
Avg. price 6M:   6.432
Avg. volume 6M:   0.000
Avg. price 1Y:   4.204
Avg. volume 1Y:   3.906
Volatility 1M:   99.80%
Volatility 6M:   90.97%
Volatility 1Y:   91.83%
Volatility 3Y:   -