Soc. Generale Put 150 TSM 20.09.2024
/ DE000SY0ATT9
Soc. Generale Put 150 TSM 20.09.2.../ DE000SY0ATT9 /
8/14/2024 10:05:20 AM |
Chg.+0.020 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
+7.41% |
0.270 Bid Size: 10,000 |
0.280 Ask Size: 10,000 |
Taiwan Semiconductor... |
150.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
SY0ATT |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
5/13/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-55.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.32 |
Parity: |
-2.03 |
Time value: |
0.28 |
Break-even: |
133.61 |
Moneyness: |
0.87 |
Premium: |
0.15 |
Premium p.a.: |
2.89 |
Spread abs.: |
0.01 |
Spread %: |
3.70% |
Delta: |
-0.18 |
Theta: |
-0.09 |
Omega: |
-9.99 |
Rho: |
-0.03 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.270 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-44.23% |
1 Month |
|
|
+7.41% |
3 Months |
|
|
-67.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.270 |
1M High / 1M Low: |
1.220 |
0.260 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.376 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.545 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
531.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |