Soc. Generale Call 90 TJX 20.06.2025
/ DE000SU0RBE7
Soc. Generale Call 90 TJX 20.06.2.../ DE000SU0RBE7 /
| 27/09/2024 16:37:48 |
Chg.-0.030 |
Bid17:26:31 |
Ask17:26:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.780EUR |
-1.07% |
2.820
Bid Size: 80,000 |
2.830
Ask Size: 80,000 |
TJX Companies Inc |
90.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
SU0RBE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TJX Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
13/10/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.71 |
| Intrinsic value: |
2.51 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.15 |
| Parity: |
2.51 |
| Time value: |
0.32 |
| Break-even: |
108.82 |
| Moneyness: |
1.31 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.35% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
3.39 |
| Rho: |
0.49 |
Quote data
| Open: |
2.730 |
| High: |
2.790 |
| Low: |
2.730 |
| Previous Close: |
2.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.71% |
| 1 Month |
|
|
-9.45% |
| 3 Months |
|
|
+12.10% |
| YTD |
|
|
+98.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.810 |
2.740 |
| 1M High / 1M Low: |
3.070 |
2.720 |
| 6M High / 6M Low: |
3.070 |
1.320 |
| High (YTD): |
27/08/2024 |
3.070 |
| Low (YTD): |
19/04/2024 |
1.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.782 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.855 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.240 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.38% |
| Volatility 6M: |
|
70.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
