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Soc. Generale Call 135 TSM 21.06..../  DE000SV7F4L9  /

EUWAX
2024-06-20  1:59:52 PM Chg.-0.40 Bid6:56:08 PM Ask6:56:08 PM Underlying Strike price Expiration date Option type
4.42EUR -8.30% 3.80
Bid Size: 35,000		 -
Ask Size: -		 Taiwan Semiconductor... 135.00 USD 2024-06-21 Call
 

Master data

WKN: SV7F4L
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 2024-06-21
Issue date: 2023-06-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.28
Leverage: Yes

Calculated values

Fair value: 4.16
Intrinsic value: 4.16
Implied volatility: 8.21
Historic volatility: 0.29
Parity: 4.16
Time value: 0.93
Break-even: 176.52
Moneyness: 1.33
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 0.59%
Delta: 0.81
Theta: -9.73
Omega: 2.66
Rho: 0.00
 

Quote data

Open: 4.71
High: 4.71
Low: 4.42
Previous Close: 4.82
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.24%
1 Month  
+163.10%
3 Months  
+329.13%
YTD  
+3300.00%
1 Year  
+733.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.82 3.53
1M High / 1M Low: 4.82 1.54
6M High / 6M Low: 4.82 0.09
High (YTD): 2024-06-19 4.82
Low (YTD): 2024-01-05 0.09
52W High: 2024-06-19 4.82
52W Low: 2023-10-31 0.06
Avg. price 1W:   3.99
Avg. volume 1W:   0.00
Avg. price 1M:   2.59
Avg. volume 1M:   0.00
Avg. price 6M:   1.16
Avg. volume 6M:   0.00
Avg. price 1Y:   0.66
Avg. volume 1Y:   0.00
Volatility 1M:   292.24%
Volatility 6M:   378.08%
Volatility 1Y:   302.38%
Volatility 3Y:   -