OverviewChartNewsTraderScreen

Soc. Generale Call 135 TXRH 20.12.../  DE000SU2P694  /

Frankfurt Zert./SG
6/3/2024  11:03:53 AM Chg.-0.140 Bid11:25:52 AM Ask11:25:52 AM Underlying Strike price Expiration date Option type
3.680EUR -3.66% 3.680
Bid Size: 2,000		 4.320
Ask Size: 2,000		 Texas Roadhouse Inc 135.00 USD 12/20/2024 Call
 

Master data

WKN: SU2P69
Issuer: Société Générale
Currency: EUR
Underlying: Texas Roadhouse Inc
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 12/20/2024
Issue date: 11/23/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.98
Leverage: Yes

Calculated values

Fair value: 3.75
Intrinsic value: 3.47
Implied volatility: 0.35
Historic volatility: 0.20
Parity: 3.47
Time value: 0.53
Break-even: 164.39
Moneyness: 1.28
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.07
Spread %: 1.78%
Delta: 0.88
Theta: -0.03
Omega: 3.49
Rho: 0.55
 

Quote data

Open: 3.590
High: 3.680
Low: 3.580
Previous Close: 3.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.29%
1 Month  
+10.84%
3 Months  
+60.00%
YTD  
+365.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.890 3.430
1M High / 1M Low: 3.890 3.320
6M High / 6M Low: 3.890 0.530
High (YTD): 5/28/2024 3.890
Low (YTD): 1/15/2024 0.540
52W High: - -
52W Low: - -
Avg. price 1W:   3.726
Avg. volume 1W:   0.000
Avg. price 1M:   3.565
Avg. volume 1M:   0.000
Avg. price 6M:   1.948
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.26%
Volatility 6M:   137.17%
Volatility 1Y:   -
Volatility 3Y:   -