Soc. Generale Call 140 TSM 19.06.2026
/ DE000SU6FRG0
Soc. Generale Call 140 TSM 19.06..../ DE000SU6FRG0 /
| 9/20/2024 9:40:21 PM |
Chg.-0.170 |
Bid9:59:10 PM |
Ask9:59:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.440EUR |
-3.03% |
5.370
Bid Size: 5,000 |
5.380
Ask Size: 5,000 |
Taiwan Semiconductor... |
140.00 USD |
6/19/2026 |
Call |
Master data
| WKN: |
SU6FRG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
6/19/2026 |
| Issue date: |
1/2/2024 |
| Last trading day: |
6/18/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.69 |
| Intrinsic value: |
3.05 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.33 |
| Parity: |
3.05 |
| Time value: |
2.33 |
| Break-even: |
179.21 |
| Moneyness: |
1.24 |
| Premium: |
0.15 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.19% |
| Delta: |
0.78 |
| Theta: |
-0.03 |
| Omega: |
2.26 |
| Rho: |
1.18 |
Quote data
| Open: |
5.500 |
| High: |
5.510 |
| Low: |
5.430 |
| Previous Close: |
5.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.74% |
| 1 Month |
|
|
+8.15% |
| 3 Months |
|
|
-11.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.610 |
4.960 |
| 1M High / 1M Low: |
5.610 |
4.290 |
| 6M High / 6M Low: |
7.290 |
2.770 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.212 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.040 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.822 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.16% |
| Volatility 6M: |
|
94.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
