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Soc. Generale Put 100 TSM 17.01.2.../  DE000SU0VAC5  /

Frankfurt Zert./SG
2024-07-31  9:28:38 PM Chg.-0.050 Bid9:31:08 PM Ask9:31:08 PM Underlying Strike price Expiration date Option type
0.210EUR -19.23% 0.200
Bid Size: 175,000		 0.210
Ask Size: 175,000		 Taiwan Semiconductor... 100.00 USD 2025-01-17 Put
 

Master data

WKN: SU0VAC
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Put
Strike price: 100.00 USD
Maturity: 2025-01-17
Issue date: 2023-10-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -51.03
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.31
Parity: -5.04
Time value: 0.28
Break-even: 89.66
Moneyness: 0.65
Premium: 0.37
Premium p.a.: 0.97
Spread abs.: 0.01
Spread %: 3.70%
Delta: -0.09
Theta: -0.03
Omega: -4.59
Rho: -0.07
 

Quote data

Open: 0.210
High: 0.220
Low: 0.200
Previous Close: 0.260
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.00%
1 Month
  -8.70%
3 Months
  -41.67%
YTD
  -74.07%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.230
1M High / 1M Low: 0.260 0.160
6M High / 6M Low: 0.640 0.160
High (YTD): 2024-01-05 1.010
Low (YTD): 2024-07-16 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.244
Avg. volume 1W:   0.000
Avg. price 1M:   0.208
Avg. volume 1M:   0.000
Avg. price 6M:   0.338
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.54%
Volatility 6M:   123.29%
Volatility 1Y:   -
Volatility 3Y:   -