Soc. Generale Call 122 TXRH 20.12.../  DE000SU2P6W6  /

EUWAX
2024-05-31  8:56:48 AM Chg.+0.29 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
4.45EUR +6.97% -
Bid Size: -
-
Ask Size: -
Texas Roadhouse Inc 122.00 USD 2024-12-20 Call
 

Master data

WKN: SU2P6W
Issuer: Société Générale
Currency: EUR
Underlying: Texas Roadhouse Inc
Type: Warrant
Option type: Call
Strike price: 122.00 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: 3.22
Leverage: Yes

Calculated values

Fair value: 4.89
Intrinsic value: 4.65
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 4.65
Time value: 0.29
Break-even: 162.03
Moneyness: 1.41
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.02
Omega: 3.11
Rho: 0.58
 

Quote data

Open: 4.45
High: 4.45
Low: 4.45
Previous Close: 4.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.70%
1 Month  
+21.92%
3 Months  
+42.63%
YTD  
+234.59%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.47 4.16
1M High / 1M Low: 4.47 3.22
6M High / 6M Low: 4.47 0.94
High (YTD): 2024-05-29 4.47
Low (YTD): 2024-01-15 0.97
52W High: - -
52W Low: - -
Avg. price 1W:   4.30
Avg. volume 1W:   0.00
Avg. price 1M:   4.07
Avg. volume 1M:   0.00
Avg. price 6M:   2.54
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.12%
Volatility 6M:   91.89%
Volatility 1Y:   -
Volatility 3Y:   -