Soc. Generale Call 120 TJX 20.03.2026
/ DE000SY0Y977
Soc. Generale Call 120 TJX 20.03..../ DE000SY0Y977 /
| 27/09/2024 11:02:36 |
Chg.-0.010 |
Bid27/09/2024 |
Ask27/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.330EUR |
-0.75% |
1.330
Bid Size: 5,000 |
1.450
Ask Size: 5,000 |
TJX Companies Inc |
120.00 USD |
20/03/2026 |
Call |
Master data
| WKN: |
SY0Y97 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TJX Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
20/03/2026 |
| Issue date: |
28/05/2024 |
| Last trading day: |
19/03/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.15 |
| Parity: |
-0.17 |
| Time value: |
1.37 |
| Break-even: |
121.06 |
| Moneyness: |
0.98 |
| Premium: |
0.15 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.74% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
4.65 |
| Rho: |
0.74 |
Quote data
| Open: |
1.310 |
| High: |
1.330 |
| Low: |
1.310 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.48% |
| 1 Month |
|
|
-16.35% |
| 3 Months |
|
|
+8.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
1.300 |
| 1M High / 1M Low: |
1.590 |
1.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.407 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
