Soc. Generale Call 110 TJX 20.03.2026
/ DE000SY0Y969
Soc. Generale Call 110 TJX 20.03..../ DE000SY0Y969 /
10/18/2024 9:40:34 PM |
Chg.-0.010 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.890EUR |
-0.53% |
1.900 Bid Size: 7,000 |
1.910 Ask Size: 7,000 |
TJX Companies Inc |
110.00 USD |
3/20/2026 |
Call |
Master data
WKN: |
SY0Y96 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
TJX Companies Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 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: |
5.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.47 |
Intrinsic value: |
0.71 |
Implied volatility: |
0.26 |
Historic volatility: |
0.16 |
Parity: |
0.71 |
Time value: |
1.21 |
Break-even: |
120.42 |
Moneyness: |
1.07 |
Premium: |
0.11 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.52% |
Delta: |
0.70 |
Theta: |
-0.02 |
Omega: |
3.94 |
Rho: |
0.80 |
Quote data
Open: |
1.840 |
High: |
1.920 |
Low: |
1.830 |
Previous Close: |
1.900 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+15.24% |
1 Month |
|
|
+2.16% |
3 Months |
|
|
+9.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.900 |
1.730 |
1M High / 1M Low: |
1.900 |
1.550 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.852 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.766 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
64.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |