Soc. Generale Call 80 TJX 20.09.2024
/ DE000SQ3HGL2
Soc. Generale Call 80 TJX 20.09.2.../ DE000SQ3HGL2 /
8/16/2024 11:42:10 AM |
Chg.+0.260 |
Bid9:58:01 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.680EUR |
+10.74% |
2.890 Bid Size: 5,000 |
- Ask Size: - |
TJX Companies Inc |
80.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
SQ3HGL |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
TJX Companies Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
10/27/2022 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.89 |
Intrinsic value: |
2.87 |
Implied volatility: |
0.56 |
Historic volatility: |
0.14 |
Parity: |
2.87 |
Time value: |
0.04 |
Break-even: |
102.01 |
Moneyness: |
1.39 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.98 |
Theta: |
-0.02 |
Omega: |
3.41 |
Rho: |
0.07 |
Quote data
Open: |
2.680 |
High: |
2.680 |
Low: |
2.680 |
Previous Close: |
2.420 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.63% |
1 Month |
|
|
-15.19% |
3 Months |
|
|
+33.33% |
YTD |
|
|
+66.46% |
1 Year |
|
|
+72.90% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.850 |
2.420 |
1M High / 1M Low: |
3.160 |
2.420 |
6M High / 6M Low: |
3.260 |
1.470 |
High (YTD): |
7/16/2024 |
3.260 |
Low (YTD): |
4/19/2024 |
1.470 |
52W High: |
7/16/2024 |
3.260 |
52W Low: |
11/29/2023 |
1.280 |
Avg. price 1W: |
|
2.672 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.900 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.300 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.966 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
85.16% |
Volatility 6M: |
|
71.45% |
Volatility 1Y: |
|
65.96% |
Volatility 3Y: |
|
- |