Soc. Generale Call 100 TJX 20.06.2025
/ DE000SU0RBG2
Soc. Generale Call 100 TJX 20.06..../ DE000SU0RBG2 /
| 9/27/2024 2:42:33 PM |
Chg.-0.050 |
Bid9/27/2024 |
Ask9/27/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.990EUR |
-2.45% |
1.990
Bid Size: 4,000 |
2.160
Ask Size: 4,000 |
TJX Companies Inc |
100.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
SU0RBG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TJX Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
10/13/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
1.62 |
| Time value: |
0.45 |
| Break-even: |
110.17 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.49% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
4.25 |
| Rho: |
0.49 |
Quote data
| Open: |
2.000 |
| High: |
2.030 |
| Low: |
1.990 |
| Previous Close: |
2.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.45% |
| 1 Month |
|
|
-14.22% |
| 3 Months |
|
|
+11.80% |
| YTD |
|
|
+111.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.040 |
2.010 |
| 1M High / 1M Low: |
2.320 |
2.000 |
| 6M High / 6M Low: |
2.320 |
0.840 |
| High (YTD): |
8/27/2024 |
2.320 |
| Low (YTD): |
4/19/2024 |
0.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.589 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.20% |
| Volatility 6M: |
|
85.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
