Soc. Generale Call 125 TJX 20.06.2025
/ DE000SW8BLL6
Soc. Generale Call 125 TJX 20.06..../ DE000SW8BLL6 /
| 27/09/2024 16:23:13 |
Chg.-0.010 |
Bid16:43:04 |
Ask16:43:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-1.56% |
0.630
Bid Size: 150,000 |
0.640
Ask Size: 150,000 |
TJX Companies Inc |
125.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
SW8BLL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TJX Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
27/03/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
-0.62 |
| Time value: |
0.67 |
| Break-even: |
118.54 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
0.47 |
| Theta: |
-0.02 |
| Omega: |
7.45 |
| Rho: |
0.31 |
Quote data
| Open: |
0.620 |
| High: |
0.650 |
| Low: |
0.620 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.08% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
+12.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.610 |
| 1M High / 1M Low: |
0.840 |
0.610 |
| 6M High / 6M Low: |
0.840 |
0.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.693 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.495 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.86% |
| Volatility 6M: |
|
135.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
