Soc. Generale Put 120 TSM 21.03.2025
/ DE000SU7K8H3
Soc. Generale Put 120 TSM 21.03.2.../ DE000SU7K8H3 /
31/07/2024 21:35:27 |
Chg.-0.150 |
Bid21:59:41 |
Ask21:59:41 |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
-23.81% |
0.480 Bid Size: 10,000 |
0.490 Ask Size: 10,000 |
Taiwan Semiconductor... |
120.00 USD |
21/03/2025 |
Put |
Master data
WKN: |
SU7K8H |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
29/01/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-21.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.31 |
Parity: |
-3.19 |
Time value: |
0.67 |
Break-even: |
104.25 |
Moneyness: |
0.78 |
Premium: |
0.27 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.01 |
Spread %: |
1.52% |
Delta: |
-0.18 |
Theta: |
-0.03 |
Omega: |
-3.90 |
Rho: |
-0.21 |
Quote data
Open: |
0.540 |
High: |
0.550 |
Low: |
0.470 |
Previous Close: |
0.630 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-14.29% |
1 Month |
|
|
+4.35% |
3 Months |
|
|
-47.25% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.540 |
1M High / 1M Low: |
0.630 |
0.330 |
6M High / 6M Low: |
1.500 |
0.330 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.568 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.444 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.787 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
200.15% |
Volatility 6M: |
|
127.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |