Soc. Generale Call 92 TSM 17.01.2025
/ DE000SV66AR8
Soc. Generale Call 92 TSM 17.01.2.../ DE000SV66AR8 /
08/07/2024 21:35:37 |
Chg.+0.150 |
Bid08:00:53 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
9.010EUR |
+1.69% |
- Bid Size: - |
- Ask Size: - |
Taiwan Semiconductor... |
92.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
SV66AR |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
92.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
07/06/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
1.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.66 |
Intrinsic value: |
8.50 |
Implied volatility: |
0.66 |
Historic volatility: |
0.29 |
Parity: |
8.50 |
Time value: |
0.33 |
Break-even: |
173.28 |
Moneyness: |
2.00 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
0.11% |
Delta: |
0.96 |
Theta: |
-0.03 |
Omega: |
1.84 |
Rho: |
0.39 |
Quote data
Open: |
9.290 |
High: |
9.450 |
Low: |
9.010 |
Previous Close: |
8.860 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+9.74% |
1 Month |
|
|
+26.19% |
3 Months |
|
|
+66.24% |
YTD |
|
|
+343.84% |
1 Year |
|
|
+317.13% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.010 |
8.210 |
1M High / 1M Low: |
9.380 |
7.260 |
6M High / 6M Low: |
9.380 |
1.730 |
High (YTD): |
19/06/2024 |
9.380 |
Low (YTD): |
05/01/2024 |
1.670 |
52W High: |
19/06/2024 |
9.380 |
52W Low: |
26/09/2023 |
1.070 |
Avg. price 1W: |
|
8.718 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.191 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.169 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.394 |
Avg. volume 1Y: |
|
1.961 |
Volatility 1M: |
|
74.56% |
Volatility 6M: |
|
105.45% |
Volatility 1Y: |
|
98.64% |
Volatility 3Y: |
|
- |