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Soc. Generale Call 110 TSM 19.06..../  DE000SU504C2  /

Frankfurt Zert./SG
2024-06-20  2:32:37 PM Chg.-0.440 Bid2:41:43 PM Ask2:41:43 PM Underlying Strike price Expiration date Option type
8.550EUR -4.89% 8.520
Bid Size: 1,000		 8.660
Ask Size: 1,000		 Taiwan Semiconductor... 110.00 USD 2026-06-19 Call
 

Master data

WKN: SU504C
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 110.00 USD
Maturity: 2026-06-19
Issue date: 2023-12-19
Last trading day: 2026-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.84
Leverage: Yes

Calculated values

Fair value: 7.39
Intrinsic value: 6.48
Implied volatility: 0.67
Historic volatility: 0.29
Parity: 6.48
Time value: 2.61
Break-even: 193.25
Moneyness: 1.63
Premium: 0.16
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 0.33%
Delta: 0.86
Theta: -0.03
Omega: 1.58
Rho: 1.05
 

Quote data

Open: 8.680
High: 8.880
Low: 8.550
Previous Close: 8.990
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.25%
1 Month  
+46.40%
3 Months  
+85.47%
YTD  
+327.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.990 7.530
1M High / 1M Low: 8.990 5.570
6M High / 6M Low: 8.990 1.710
High (YTD): 2024-06-19 8.990
Low (YTD): 2024-01-05 1.710
52W High: - -
52W Low: - -
Avg. price 1W:   8.078
Avg. volume 1W:   0.000
Avg. price 1M:   6.657
Avg. volume 1M:   0.000
Avg. price 6M:   4.379
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.06%
Volatility 6M:   95.23%
Volatility 1Y:   -
Volatility 3Y:   -