Soc. Generale Call 121 TXRH 20.12.2024
/ DE000SU2P6V8
Soc. Generale Call 121 TXRH 20.12.../ DE000SU2P6V8 /
| 2024-06-05 8:57:26 AM |
Chg.-0.02 |
Bid9:10:16 AM |
Ask9:10:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.21EUR |
-0.47% |
4.20
Bid Size: 2,000 |
-
Ask Size: - |
Texas Roadhouse Inc |
121.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU2P6V |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Texas Roadhouse Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
121.00 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: |
3.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.63 |
| Intrinsic value: |
4.41 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
4.41 |
| Time value: |
0.29 |
| Break-even: |
158.20 |
| Moneyness: |
1.40 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
3.15 |
| Rho: |
0.55 |
Quote data
| Open: |
4.21 |
| High: |
4.21 |
| Low: |
4.21 |
| Previous Close: |
4.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.27% |
| 1 Month |
|
|
+28.75% |
| 3 Months |
|
|
+30.75% |
| YTD |
|
|
+205.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.59 |
4.23 |
| 1M High / 1M Low: |
4.59 |
3.99 |
| 6M High / 6M Low: |
4.59 |
0.97 |
| High (YTD): |
2024-06-03 |
4.59 |
| Low (YTD): |
2024-01-15 |
1.02 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.03% |
| Volatility 6M: |
|
92.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
