Soc. Generale Call 134 TXRH 20.12.2024
/ DE000SU2P686
Soc. Generale Call 134 TXRH 20.12.../ DE000SU2P686 /
2024-06-03 12:14:37 PM |
Chg.-0.160 |
Bid1:09:37 PM |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
3.750EUR |
-4.09% |
3.760 Bid Size: 2,000 |
- Ask Size: - |
Texas Roadhouse Inc |
134.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SU2P68 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Texas Roadhouse Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
134.00 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: |
3.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.84 |
Intrinsic value: |
3.56 |
Implied volatility: |
0.35 |
Historic volatility: |
0.20 |
Parity: |
3.56 |
Time value: |
0.52 |
Break-even: |
164.27 |
Moneyness: |
1.29 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.07 |
Spread %: |
1.75% |
Delta: |
0.88 |
Theta: |
-0.03 |
Omega: |
3.44 |
Rho: |
0.55 |
Quote data
Open: |
3.660 |
High: |
3.760 |
Low: |
3.630 |
Previous Close: |
3.910 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.14% |
1 Month |
|
|
+11.28% |
3 Months |
|
|
+58.90% |
YTD |
|
|
+351.81% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.980 |
3.500 |
1M High / 1M Low: |
3.980 |
3.370 |
6M High / 6M Low: |
3.980 |
0.540 |
High (YTD): |
2024-05-28 |
3.980 |
Low (YTD): |
2024-01-15 |
0.570 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.806 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.643 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.001 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.00% |
Volatility 6M: |
|
134.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |