Soc. Generale Call 125 TJX 21.03.2025
/ DE000SW70QK9
Soc. Generale Call 125 TJX 21.03..../ DE000SW70QK9 /
| 27/09/2024 08:39:40 |
Chg.0.000 |
Bid17:20:49 |
Ask17:20:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
0.00% |
0.450
Bid Size: 150,000 |
0.460
Ask Size: 150,000 |
TJX Companies Inc |
125.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
SW70QK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TJX Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
20/03/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
-0.62 |
| Time value: |
0.47 |
| Break-even: |
116.54 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
0.43 |
| Theta: |
-0.02 |
| Omega: |
9.59 |
| Rho: |
0.19 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.33% |
| 1 Month |
|
|
-27.59% |
| 3 Months |
|
|
+7.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.380 |
| 1M High / 1M Low: |
0.580 |
0.380 |
| 6M High / 6M Low: |
0.600 |
0.120 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.460 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.322 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.04% |
| Volatility 6M: |
|
168.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
