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Soc. Generale Call 136 TXRH 20.12.../  DE000SU2P7A0  /

Frankfurt Zert./SG
2024-06-05  9:36:51 PM Chg.+0.230 Bid8:35:46 AM Ask8:35:46 AM Underlying Strike price Expiration date Option type
3.710EUR +6.61% 3.340
Bid Size: 2,000		 4.050
Ask Size: 2,000		 Texas Roadhouse Inc 136.00 USD 2024-12-20 Call
 

Master data

WKN: SU2P7A
Issuer: Société Générale
Currency: EUR
Underlying: Texas Roadhouse Inc
Type: Warrant
Option type: Call
Strike price: 136.00 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: 4.34
Leverage: Yes

Calculated values

Fair value: 3.32
Intrinsic value: 3.03
Implied volatility: 0.34
Historic volatility: 0.20
Parity: 3.03
Time value: 0.55
Break-even: 160.78
Moneyness: 1.24
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.07
Spread %: 1.99%
Delta: 0.86
Theta: -0.03
Omega: 3.73
Rho: 0.53
 

Quote data

Open: 3.200
High: 3.730
Low: 3.190
Previous Close: 3.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.33%
1 Month  
+7.85%
3 Months  
+57.20%
YTD  
+388.16%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.770 3.480
1M High / 1M Low: 3.810 3.300
6M High / 6M Low: 3.810 0.500
High (YTD): 2024-05-28 3.810
Low (YTD): 2024-01-15 0.520
52W High: - -
52W Low: - -
Avg. price 1W:   3.654
Avg. volume 1W:   0.000
Avg. price 1M:   3.511
Avg. volume 1M:   0.000
Avg. price 6M:   1.957
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.37%
Volatility 6M:   136.41%
Volatility 1Y:   -
Volatility 3Y:   -