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Soc. Generale Call 95 TSM 17.01.2.../  DE000SQ62NF5  /

Frankfurt Zert./SG
14/11/2024  21:35:12 Chg.+0.060 Bid21:59:28 Ask21:59:28 Underlying Strike price Expiration date Option type
8.940EUR +0.68% 9.000
Bid Size: 3,000		 9.020
Ask Size: 3,000		 Taiwan Semiconductor... 95.00 USD 17/01/2025 Call
 

Master data

WKN: SQ62NF
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 17/01/2025
Issue date: 06/01/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.00
Leverage: Yes

Calculated values

Fair value: 8.72
Intrinsic value: 8.68
Implied volatility: 0.99
Historic volatility: 0.36
Parity: 8.68
Time value: 0.15
Break-even: 178.21
Moneyness: 1.96
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.11%
Delta: 0.97
Theta: -0.05
Omega: 1.94
Rho: 0.15
 

Quote data

Open: 8.830
High: 9.190
Low: 8.830
Previous Close: 8.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.06%
1 Month
  -2.19%
3 Months  
+25.04%
YTD  
+396.67%
1 Year  
+473.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.060 8.880
1M High / 1M Low: 10.500 8.580
6M High / 6M Low: 10.500 5.240
High (YTD): 17/10/2024 10.500
Low (YTD): 05/01/2024 1.460
52W High: 17/10/2024 10.500
52W Low: 04/12/2023 1.330
Avg. price 1W:   9.484
Avg. volume 1W:   0.000
Avg. price 1M:   9.450
Avg. volume 1M:   0.000
Avg. price 6M:   7.552
Avg. volume 6M:   0.000
Avg. price 1Y:   5.462
Avg. volume 1Y:   .586
Volatility 1M:   99.55%
Volatility 6M:   91.76%
Volatility 1Y:   101.91%
Volatility 3Y:   -