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Soc. Generale Put 110 TSM 20.12.2.../  DE000SU2J7K7  /

Frankfurt Zert./SG
06/09/2024  21:35:25 Chg.+0.040 Bid21:58:50 Ask21:58:50 Underlying Strike price Expiration date Option type
0.200EUR +25.00% 0.210
Bid Size: 10,000		 0.220
Ask Size: 10,000		 Taiwan Semiconductor... 110.00 USD 20/12/2024 Put
 

Master data

WKN: SU2J7K
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Put
Strike price: 110.00 USD
Maturity: 20/12/2024
Issue date: 21/11/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -61.51
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.33
Parity: -4.22
Time value: 0.23
Break-even: 96.93
Moneyness: 0.70
Premium: 0.31
Premium p.a.: 1.61
Spread abs.: 0.01
Spread %: 4.55%
Delta: -0.10
Theta: -0.03
Omega: -5.86
Rho: -0.04
 

Quote data

Open: 0.150
High: 0.220
Low: 0.150
Previous Close: 0.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+53.85%
1 Month
  -44.44%
3 Months
  -16.67%
YTD
  -83.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.120
1M High / 1M Low: 0.360 0.120
6M High / 6M Low: 0.630 0.120
High (YTD): 05/01/2024 1.470
Low (YTD): 02/09/2024 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.187
Avg. volume 1M:   0.000
Avg. price 6M:   0.318
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   276.87%
Volatility 6M:   206.35%
Volatility 1Y:   -
Volatility 3Y:   -