Soc. Generale Call 120 TXRH 20.12.../  DE000SU2P6U0  /

Frankfurt Zert./SG
2024-05-31  9:40:12 PM Chg.-0.030 Bid9:59:41 PM Ask- Underlying Strike price Expiration date Option type
5.040EUR -0.59% 5.150
Bid Size: 2,000
-
Ask Size: -
Texas Roadhouse Inc 120.00 USD 2024-12-20 Call
 

Master data

WKN: SU2P6U
Issuer: Société Générale
Currency: EUR
Underlying: Texas Roadhouse Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-23
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.11
Leverage: Yes

Calculated values

Fair value: 5.07
Intrinsic value: 4.84
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 4.84
Time value: 0.27
Break-even: 161.89
Moneyness: 1.44
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.02
Omega: 3.02
Rho: 0.57
 

Quote data

Open: 4.590
High: 5.150
Low: 4.570
Previous Close: 5.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.00%
1 Month  
+17.48%
3 Months  
+52.27%
YTD  
+250.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.090 4.500
1M High / 1M Low: 5.090 3.950
6M High / 6M Low: 5.090 0.950
High (YTD): 2024-05-28 5.090
Low (YTD): 2024-01-15 1.060
52W High: - -
52W Low: - -
Avg. price 1W:   4.860
Avg. volume 1W:   0.000
Avg. price 1M:   4.680
Avg. volume 1M:   0.000
Avg. price 6M:   2.792
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.53%
Volatility 6M:   103.95%
Volatility 1Y:   -
Volatility 3Y:   -