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

Frankfurt Zert./SG
10/11/2024  8:21:01 AM Chg.+0.130 Bid8:37:01 AM Ask- Underlying Strike price Expiration date Option type
9.460EUR +1.39% 9.460
Bid Size: 2,000		 -
Ask Size: -		 Taiwan Semiconductor... 85.00 USD 12/20/2024 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: 12/20/2024
Issue date: 6/24/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.82
Leverage: Yes

Calculated values

Fair value: 9.38
Intrinsic value: 9.34
Implied volatility: 0.79
Historic volatility: 0.34
Parity: 9.34
Time value: 0.06
Break-even: 171.69
Moneyness: 2.20
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.02
Omega: 1.81
Rho: 0.15
 

Quote data

Open: 9.460
High: 9.460
Low: 9.460
Previous Close: 9.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.38%
1 Month  
+21.75%
3 Months  
+0.11%
YTD  
+289.30%
1 Year  
+443.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.370 8.810
1M High / 1M Low: 9.370 7.540
6M High / 6M Low: 10.020 4.430
High (YTD): 7/10/2024 10.020
Low (YTD): 1/5/2024 2.040
52W High: 7/10/2024 10.020
52W Low: 10/31/2023 1.370
Avg. price 1W:   9.174
Avg. volume 1W:   0.000
Avg. price 1M:   8.442
Avg. volume 1M:   0.000
Avg. price 6M:   7.512
Avg. volume 6M:   0.000
Avg. price 1Y:   5.403
Avg. volume 1Y:   3.906
Volatility 1M:   68.57%
Volatility 6M:   82.62%
Volatility 1Y:   92.88%
Volatility 3Y:   -