Soc. Generale Call 100 TJX 19.06.2026
/ DE000SY004P1
Soc. Generale Call 100 TJX 19.06..../ DE000SY004P1 /
| 27/09/2024 08:25:54 |
Chg.+0.01 |
Bid12:10:38 |
Ask12:10:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.51EUR |
+0.40% |
2.55
Bid Size: 4,000 |
2.71
Ask Size: 4,000 |
TJX Companies Inc |
100.00 USD |
19/06/2026 |
Call |
Master data
| WKN: |
SY004P |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TJX Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
19/06/2026 |
| Issue date: |
29/05/2024 |
| Last trading day: |
18/06/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.24 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
1.62 |
| Time value: |
0.98 |
| Break-even: |
115.47 |
| Moneyness: |
1.18 |
| Premium: |
0.09 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
3.24 |
| Rho: |
1.01 |
Quote data
| Open: |
2.51 |
| High: |
2.51 |
| Low: |
2.51 |
| Previous Close: |
2.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.40% |
| 1 Month |
|
|
-9.71% |
| 3 Months |
|
|
+5.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.52 |
2.44 |
| 1M High / 1M Low: |
2.78 |
2.44 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
