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Soc. Generale Put 90 TSM 17.01.20.../  DE000SU5N734  /

Frankfurt Zert./SG
2024-07-31  9:51:10 PM Chg.-0.030 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.150EUR -16.67% 0.150
Bid Size: 10,000		 0.160
Ask Size: 10,000		 Taiwan Semiconductor... 90.00 USD 2025-01-17 Put
 

Master data

WKN: SU5N73
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Put
Strike price: 90.00 USD
Maturity: 2025-01-17
Issue date: 2023-12-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -71.44
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.31
Parity: -5.97
Time value: 0.20
Break-even: 81.21
Moneyness: 0.58
Premium: 0.43
Premium p.a.: 1.16
Spread abs.: 0.01
Spread %: 5.26%
Delta: -0.06
Theta: -0.02
Omega: -4.54
Rho: -0.05
 

Quote data

Open: 0.150
High: 0.160
Low: 0.140
Previous Close: 0.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -16.67%
3 Months
  -40.00%
YTD
  -71.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.170
1M High / 1M Low: 0.190 0.120
6M High / 6M Low: 0.420 0.120
High (YTD): 2024-01-05 0.640
Low (YTD): 2024-07-16 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.157
Avg. volume 1M:   0.000
Avg. price 6M:   0.240
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.32%
Volatility 6M:   121.82%
Volatility 1Y:   -
Volatility 3Y:   -