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Soc. Generale Call 140 TSM 21.06..../  DE000SV7F4M7  /

EUWAX
20/06/2024  13:59:52 Chg.-0.39 Bid14:57:14 Ask14:57:14 Underlying Strike price Expiration date Option type
3.96EUR -8.97% 3.97
Bid Size: 800		 -
Ask Size: -		 Taiwan Semiconductor... 140.00 USD 21/06/2024 Call
 

Master data

WKN: SV7F4M
Issuer: Société Générale
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 21/06/2024
Issue date: 13/06/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.62
Leverage: Yes

Calculated values

Fair value: 3.69
Intrinsic value: 3.69
Implied volatility: 7.56
Historic volatility: 0.29
Parity: 3.69
Time value: 0.93
Break-even: 176.47
Moneyness: 1.28
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 0.65%
Delta: 0.80
Theta: -9.36
Omega: 2.88
Rho: 0.00
 

Quote data

Open: 4.24
High: 4.24
Low: 3.96
Previous Close: 4.35
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.11%
1 Month  
+211.81%
3 Months  
+401.27%
YTD  
+4300.00%
1 Year  
+780.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.35 3.07
1M High / 1M Low: 4.35 1.12
6M High / 6M Low: 4.35 0.05
High (YTD): 19/06/2024 4.35
Low (YTD): 05/01/2024 0.05
52W High: 19/06/2024 4.35
52W Low: 31/10/2023 0.05
Avg. price 1W:   3.49
Avg. volume 1W:   0.00
Avg. price 1M:   2.14
Avg. volume 1M:   0.00
Avg. price 6M:   0.92
Avg. volume 6M:   88
Avg. price 1Y:   0.52
Avg. volume 1Y:   42.97
Volatility 1M:   362.53%
Volatility 6M:   429.80%
Volatility 1Y:   333.18%
Volatility 3Y:   -