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Soc. Generale Put 80 TSM 17.01.20.../  DE000SU0VAB7  /

Frankfurt Zert./SG
2024-09-06  9:43:21 PM Chg.+0.020 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.110EUR +22.22% 0.110
Bid Size: 10,000		 0.120
Ask Size: 10,000		 Taiwan Semiconductor... 80.00 USD 2025-01-17 Put
 

Master data

WKN: SU0VAB
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Put
Strike price: 80.00 USD
Maturity: 2025-01-17
Issue date: 2023-10-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -133.94
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.32
Parity: -7.53
Time value: 0.11
Break-even: 70.90
Moneyness: 0.49
Premium: 0.52
Premium p.a.: 2.15
Spread abs.: 0.02
Spread %: 22.22%
Delta: -0.03
Theta: -0.02
Omega: -4.63
Rho: -0.02
 

Quote data

Open: 0.086
High: 0.110
Low: 0.086
Previous Close: 0.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+44.74%
1 Month
  -38.89%
3 Months
  -15.38%
YTD
  -65.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.069
1M High / 1M Low: 0.180 0.069
6M High / 6M Low: 0.240 0.069
High (YTD): 2024-01-05 0.390
Low (YTD): 2024-09-02 0.069
52W High: - -
52W Low: - -
Avg. price 1W:   0.093
Avg. volume 1W:   0.000
Avg. price 1M:   0.104
Avg. volume 1M:   0.000
Avg. price 6M:   0.145
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   209.90%
Volatility 6M:   167.76%
Volatility 1Y:   -
Volatility 3Y:   -