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Soc. Generale Call 88 TSM 17.01.2.../  DE000SV66AQ0  /

Frankfurt Zert./SG
10/28/2024  5:42:36 PM Chg.-0.740 Bid9:55:23 PM Ask- Underlying Strike price Expiration date Option type
10.130EUR -6.81% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 88.00 - 1/17/2025 Call
 

Master data

WKN: SV66AQ
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 88.00 -
Maturity: 1/17/2025
Issue date: 6/7/2023
Last trading day: 10/29/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.76
Leverage: Yes

Calculated values

Fair value: 8.91
Intrinsic value: 8.87
Implied volatility: 2.00
Historic volatility: 0.36
Parity: 8.87
Time value: 1.15
Break-even: 188.20
Moneyness: 2.01
Premium: 0.07
Premium p.a.: 0.43
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.90
Theta: -0.21
Omega: 1.58
Rho: 0.10
 

Quote data

Open: 10.580
High: 10.580
Low: 10.130
Previous Close: 10.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+3.90%
3 Months  
+30.71%
YTD  
+344.30%
1 Year  
+414.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 11.140 9.210
6M High / 6M Low: 11.140 5.790
High (YTD): 10/17/2024 11.140
Low (YTD): 1/5/2024 1.900
52W High: 10/17/2024 11.140
52W Low: 12/4/2023 1.770
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   10.237
Avg. volume 1M:   0.000
Avg. price 6M:   7.985
Avg. volume 6M:   0.000
Avg. price 1Y:   5.834
Avg. volume 1Y:   1.639
Volatility 1M:   126.65%
Volatility 6M:   87.16%
Volatility 1Y:   92.36%
Volatility 3Y:   -