Soc. Generale Call 110 TJX 20.03.2026
/ DE000SY0Y969
Soc. Generale Call 110 TJX 20.03..../ DE000SY0Y969 /
9/27/2024 12:19:23 PM |
Chg.0.000 |
Bid12:21:37 PM |
Ask12:21:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.840EUR |
0.00% |
1.840 Bid Size: 5,000 |
1.980 Ask Size: 5,000 |
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: |
5.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.48 |
Intrinsic value: |
0.72 |
Implied volatility: |
0.25 |
Historic volatility: |
0.15 |
Parity: |
0.72 |
Time value: |
1.16 |
Break-even: |
117.22 |
Moneyness: |
1.07 |
Premium: |
0.11 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.53% |
Delta: |
0.71 |
Theta: |
-0.02 |
Omega: |
3.99 |
Rho: |
0.83 |
Quote data
Open: |
1.800 |
High: |
1.840 |
Low: |
1.800 |
Previous Close: |
1.840 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-0.54% |
1 Month |
|
|
-13.21% |
3 Months |
|
|
+9.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.850 |
1.800 |
1M High / 1M Low: |
2.120 |
1.800 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.828 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.917 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
52.13% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |