Soc. Generale Call 130 TXRH 20.12.2024
/ DE000SU2P645
Soc. Generale Call 130 TXRH 20.12.../ DE000SU2P645 /
2024-06-05 8:17:40 AM |
Chg.-0.380 |
Bid8:57:33 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.570EUR |
-9.62% |
3.560 Bid Size: 2,000 |
- Ask Size: - |
Texas Roadhouse Inc |
130.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SU2P64 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Texas Roadhouse Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 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: |
3.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.84 |
Intrinsic value: |
3.58 |
Implied volatility: |
0.37 |
Historic volatility: |
0.20 |
Parity: |
3.58 |
Time value: |
0.51 |
Break-even: |
160.37 |
Moneyness: |
1.30 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.12 |
Spread %: |
3.02% |
Delta: |
0.88 |
Theta: |
-0.03 |
Omega: |
3.35 |
Rho: |
0.52 |
Quote data
Open: |
3.570 |
High: |
3.570 |
Low: |
3.570 |
Previous Close: |
3.950 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-11.41% |
1 Month |
|
|
-2.72% |
3 Months |
|
|
+31.25% |
YTD |
|
|
+264.29% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.250 |
3.950 |
1M High / 1M Low: |
4.280 |
3.760 |
6M High / 6M Low: |
4.280 |
0.660 |
High (YTD): |
2024-05-28 |
4.280 |
Low (YTD): |
2024-01-15 |
0.690 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.096 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.966 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.266 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
70.09% |
Volatility 6M: |
|
122.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |