Soc. Generale Call 90 TJX 20.06.2025
/ DE000SU0RBE7
Soc. Generale Call 90 TJX 20.06.2.../ DE000SU0RBE7 /
| 10/18/2024 9:45:04 PM |
Chg.-0.010 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.840EUR |
-0.35% |
2.860
Bid Size: 5,000 |
2.870
Ask Size: 5,000 |
TJX Companies Inc |
90.00 USD |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
10/13/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.73 |
| Intrinsic value: |
2.55 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.16 |
| Parity: |
2.55 |
| Time value: |
0.32 |
| Break-even: |
111.51 |
| Moneyness: |
1.31 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.35% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
3.39 |
| Rho: |
0.46 |
Quote data
| Open: |
2.770 |
| High: |
2.890 |
| Low: |
2.750 |
| Previous Close: |
2.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.15% |
| 1 Month |
|
|
+1.43% |
| 3 Months |
|
|
+11.81% |
| YTD |
|
|
+102.86% |
| 1 Year |
|
|
+93.20% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.850 |
2.640 |
| 1M High / 1M Low: |
2.850 |
2.370 |
| 6M High / 6M Low: |
3.070 |
1.390 |
| High (YTD): |
8/27/2024 |
3.070 |
| Low (YTD): |
4/19/2024 |
1.320 |
| 52W High: |
8/27/2024 |
3.070 |
| 52W Low: |
11/29/2023 |
1.150 |
| Avg. price 1W: |
|
2.790 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.686 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.381 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.939 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
59.47% |
| Volatility 6M: |
|
71.00% |
| Volatility 1Y: |
|
67.63% |
| Volatility 3Y: |
|
- |
