Soc. Generale Put 110 TSM 17.01.2.../  DE000SU6F605  /

Frankfurt Zert./SG
31/07/2024  21:42:44 Chg.-0.080 Bid21:59:34 Ask21:59:34 Underlying Strike price Expiration date Option type
0.280EUR -22.22% 0.270
Bid Size: 10,000
0.280
Ask Size: 10,000
Taiwan Semiconductor... 110.00 USD 17/01/2025 Put
 

Master data

WKN: SU6F60
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Put
Strike price: 110.00 USD
Maturity: 17/01/2025
Issue date: 02/01/2024
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -36.64
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.31
Parity: -4.12
Time value: 0.39
Break-even: 97.80
Moneyness: 0.71
Premium: 0.32
Premium p.a.: 0.80
Spread abs.: 0.01
Spread %: 2.63%
Delta: -0.13
Theta: -0.03
Omega: -4.59
Rho: -0.10
 

Quote data

Open: 0.300
High: 0.300
Low: 0.270
Previous Close: 0.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month
  -3.45%
3 Months
  -48.15%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.320
1M High / 1M Low: 0.360 0.210
6M High / 6M Low: 0.960 0.210
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.336
Avg. volume 1W:   0.000
Avg. price 1M:   0.275
Avg. volume 1M:   0.000
Avg. price 6M:   0.480
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.59%
Volatility 6M:   131.51%
Volatility 1Y:   -
Volatility 3Y:   -