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Soc. Generale Call 96 TSM 17.01.2.../  DE000SV693W0  /

Frankfurt Zert./SG
28/10/2024  17:39:04 Chg.-0.730 Bid21:55:23 Ask- Underlying Strike price Expiration date Option type
9.410EUR -7.20% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 96.00 - 17/01/2025 Call
 

Master data

WKN: SV693W
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 96.00 -
Maturity: 17/01/2025
Issue date: 09/06/2023
Last trading day: 29/10/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.89
Leverage: Yes

Calculated values

Fair value: 8.12
Intrinsic value: 8.07
Implied volatility: 1.88
Historic volatility: 0.36
Parity: 8.07
Time value: 1.26
Break-even: 189.30
Moneyness: 1.84
Premium: 0.07
Premium p.a.: 0.48
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.88
Theta: -0.22
Omega: 1.67
Rho: 0.11
 

Quote data

Open: 9.820
High: 9.820
Low: 9.410
Previous Close: 10.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+3.86%
3 Months  
+34.24%
YTD  
+422.78%
1 Year  
+503.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 10.450 8.510
6M High / 6M Low: 10.450 5.140
High (YTD): 17/10/2024 10.450
Low (YTD): 05/01/2024 1.450
52W High: 17/10/2024 10.450
52W Low: 04/12/2023 1.340
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   9.536
Avg. volume 1M:   0.000
Avg. price 6M:   7.309
Avg. volume 6M:   0.000
Avg. price 1Y:   5.219
Avg. volume 1Y:   0.000
Volatility 1M:   135.63%
Volatility 6M:   95.48%
Volatility 1Y:   105.56%
Volatility 3Y:   -