Soc. Generale Call 136 TXRH 20.12.2024
/ DE000SU2P7A0
Soc. Generale Call 136 TXRH 20.12.../ DE000SU2P7A0 /
| 5/31/2024 9:46:19 PM |
Chg.+0.010 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.770EUR |
+0.27% |
3.850
Bid Size: 2,000 |
3.910
Ask Size: 2,000 |
Texas Roadhouse Inc |
136.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
11/23/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.66 |
| Intrinsic value: |
3.36 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
3.36 |
| Time value: |
0.51 |
| Break-even: |
164.26 |
| Moneyness: |
1.27 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
1.57% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
3.63 |
| Rho: |
0.57 |
Quote data
| Open: |
3.470 |
| High: |
3.850 |
| Low: |
3.460 |
| Previous Close: |
3.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.50% |
| 1 Month |
|
|
+22.40% |
| 3 Months |
|
|
+69.06% |
| YTD |
|
|
+396.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.810 |
3.370 |
| 1M High / 1M Low: |
3.810 |
2.760 |
| 6M High / 6M Low: |
3.810 |
0.500 |
| High (YTD): |
5/28/2024 |
3.810 |
| Low (YTD): |
1/15/2024 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.455 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.884 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.02% |
| Volatility 6M: |
|
136.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
