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: |
|
- |
