OverviewChartNewsTraderScreen

Soc. Generale Call 90 TSM 17.01.2.../  DE000SQ6YAZ3  /

Frankfurt Zert./SG
11/10/2024  11:05:44 Chg.+0.160 Bid11:19:40 Ask- Underlying Strike price Expiration date Option type
9.070EUR +1.80% 9.050
Bid Size: 2,000		 -
Ask Size: -		 Taiwan Semiconductor... 90.00 USD 17/01/2025 Call
 

Master data

WKN: SQ6YAZ
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 90.00 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: 1.90
Leverage: Yes

Calculated values

Fair value: 8.83
Intrinsic value: 8.76
Implied volatility: 0.84
Historic volatility: 0.34
Parity: 8.76
Time value: 0.17
Break-even: 171.61
Moneyness: 2.06
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.03
Omega: 1.85
Rho: 0.20
 

Quote data

Open: 9.040
High: 9.070
Low: 9.040
Previous Close: 8.910
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.59%
1 Month  
+22.40%
3 Months  
+0.11%
YTD  
+323.83%
1 Year  
+485.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.980 8.430
1M High / 1M Low: 8.980 7.150
6M High / 6M Low: 9.650 4.160
High (YTD): 10/07/2024 9.650
Low (YTD): 05/01/2024 1.760
52W High: 10/07/2024 9.650
52W Low: 31/10/2023 1.190
Avg. price 1W:   8.780
Avg. volume 1W:   0.000
Avg. price 1M:   8.053
Avg. volume 1M:   0.000
Avg. price 6M:   7.145
Avg. volume 6M:   0.000
Avg. price 1Y:   5.076
Avg. volume 1Y:   0.000
Volatility 1M:   68.75%
Volatility 6M:   86.39%
Volatility 1Y:   98.24%
Volatility 3Y:   -