Soc. Generale Call 110 TJX 20.12.2024
/ DE000SV9RH48
Soc. Generale Call 110 TJX 20.12..../ DE000SV9RH48 /
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: |
|
- |