Soc. Generale Put 130 TSM 20.09.2024
/ DE000SY0ATR3
Soc. Generale Put 130 TSM 20.09.2.../ DE000SY0ATR3 /
| 2024-07-08 2:12:56 PM |
Chg.-0.043 |
Bid3:06:04 PM |
Ask3:06:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.077EUR |
-35.83% |
0.079
Bid Size: 10,000 |
0.100
Ask Size: 10,000 |
Taiwan Semiconductor... |
130.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SY0ATR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-130.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.29 |
| Parity: |
-4.99 |
| Time value: |
0.13 |
| Break-even: |
118.78 |
| Moneyness: |
0.71 |
| Premium: |
0.30 |
| Premium p.a.: |
2.66 |
| Spread abs.: |
0.01 |
| Spread %: |
8.33% |
| Delta: |
-0.06 |
| Theta: |
-0.03 |
| Omega: |
-8.23 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.088 |
| High: |
0.088 |
| Low: |
0.077 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.22% |
| 1 Month |
|
|
-69.20% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.100 |
| 1M High / 1M Low: |
0.240 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.184 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
295.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
