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

Frankfurt Zert./SG
10/18/2024  9:44:11 PM Chg.-0.030 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.920EUR -3.16% 0.940
Bid Size: 6,000		 0.950
Ask Size: 6,000		 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: 11.40
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.71
Implied volatility: 0.28
Historic volatility: 0.16
Parity: 0.71
Time value: 0.24
Break-even: 110.72
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.06%
Delta: 0.76
Theta: -0.04
Omega: 8.64
Rho: 0.12
 

Quote data

Open: 0.880
High: 0.950
Low: 0.870
Previous Close: 0.950
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month
  -5.15%
3 Months  
+13.58%
YTD  
+170.59%
1 Year  
+109.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.780
1M High / 1M Low: 0.970 0.620
6M High / 6M Low: 1.240 0.240
High (YTD): 8/21/2024 1.240
Low (YTD): 4/19/2024 0.230
52W High: 8/21/2024 1.240
52W Low: 4/19/2024 0.230
Avg. price 1W:   0.898
Avg. volume 1W:   0.000
Avg. price 1M:   0.848
Avg. volume 1M:   0.000
Avg. price 6M:   0.731
Avg. volume 6M:   0.000
Avg. price 1Y:   0.555
Avg. volume 1Y:   0.000
Volatility 1M:   141.83%
Volatility 6M:   156.64%
Volatility 1Y:   137.61%
Volatility 3Y:   -