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Soc. Generale Call 110 TJX 20.12..../  DE000SV9RH48  /

Frankfurt Zert./SG
8/16/2024  11:41:01 AM Chg.+0.110 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.660EUR +20.00% 0.730
Bid Size: 8,000		 0.740
Ask Size: 8,000		 TJX Companies Inc 110.00 USD 12/20/2024 Call
 

Master data

WKN: SV9RH4
Issuer: Société Générale
Currency: EUR
Underlying: TJX Companies Inc
Type: Warrant
Option type: Call
Strike price: 110.00 USD
Maturity: 12/20/2024
Issue date: 7/14/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.55
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.13
Implied volatility: 0.26
Historic volatility: 0.14
Parity: 0.13
Time value: 0.62
Break-even: 107.75
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 1.35%
Delta: 0.60
Theta: -0.03
Omega: 8.08
Rho: 0.18
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.81%
1 Month
  -28.26%
3 Months  
+73.68%
YTD  
+94.12%
1 Year  
+40.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.550
1M High / 1M Low: 0.920 0.550
6M High / 6M Low: 1.000 0.230
High (YTD): 7/12/2024 1.000
Low (YTD): 4/19/2024 0.230
52W High: 7/12/2024 1.000
52W Low: 4/19/2024 0.230
Avg. price 1W:   0.668
Avg. volume 1W:   0.000
Avg. price 1M:   0.778
Avg. volume 1M:   0.000
Avg. price 6M:   0.539
Avg. volume 6M:   0.000
Avg. price 1Y:   0.474
Avg. volume 1Y:   0.000
Volatility 1M:   153.87%
Volatility 6M:   139.40%
Volatility 1Y:   118.42%
Volatility 3Y:   -