Soc. Generale Call 100 TJX 20.03.2026
/ DE000SY0Y951
Soc. Generale Call 100 TJX 20.03..../ DE000SY0Y951 /
| 9/27/2024 11:08:12 AM |
Chg.-0.020 |
Bid11:22:54 AM |
Ask11:22:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.420EUR |
-0.82% |
2.420
Bid Size: 4,000 |
2.580
Ask Size: 4,000 |
TJX Companies Inc |
100.00 USD |
3/20/2026 |
Call |
Master data
| WKN: |
SY0Y95 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TJX Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
3/20/2026 |
| Issue date: |
5/28/2024 |
| Last trading day: |
3/19/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
1.62 |
| Time value: |
0.86 |
| Break-even: |
114.27 |
| Moneyness: |
1.18 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
3.41 |
| Rho: |
0.88 |
Quote data
| Open: |
2.390 |
| High: |
2.420 |
| Low: |
2.390 |
| Previous Close: |
2.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.22% |
| 1 Month |
|
|
-11.03% |
| 3 Months |
|
|
+8.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.450 |
2.390 |
| 1M High / 1M Low: |
2.720 |
2.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.422 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.513 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
