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Soc. Generale Call 105 TJX 21.06..../  DE000SQ65UL1  /

EUWAX
2024-06-07  9:48:14 AM Chg.-0.030 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.240EUR -11.11% -
Bid Size: -		 -
Ask Size: -		 TJX Companies Inc 105.00 USD 2024-06-21 Call
 

Master data

WKN: SQ65UL
Issuer: Société Générale
Currency: EUR
Underlying: TJX Companies Inc
Type: Warrant
Option type: Call
Strike price: 105.00 USD
Maturity: 2024-06-21
Issue date: 2023-01-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.06
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.18
Implied volatility: 0.22
Historic volatility: 0.15
Parity: 0.18
Time value: 0.10
Break-even: 99.20
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.68
Theta: -0.06
Omega: 23.94
Rho: 0.02
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+150.00%
1 Month  
+192.68%
3 Months  
+71.43%
YTD  
+20.00%
1 Year  
+71.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.077
1M High / 1M Low: 0.270 0.040
6M High / 6M Low: 0.340 0.038
High (YTD): 2024-02-28 0.340
Low (YTD): 2024-05-02 0.038
52W High: 2023-09-14 0.420
52W Low: 2024-05-02 0.038
Avg. price 1W:   0.179
Avg. volume 1W:   0.000
Avg. price 1M:   0.095
Avg. volume 1M:   0.000
Avg. price 6M:   0.165
Avg. volume 6M:   0.000
Avg. price 1Y:   0.211
Avg. volume 1Y:   0.000
Volatility 1M:   637.10%
Volatility 6M:   380.53%
Volatility 1Y:   284.66%
Volatility 3Y:   -