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Soc. Generale Call 137 TXRH 17.01.../  DE000SU2V2Z0  /

Frankfurt Zert./SG
2024-06-03  11:23:23 AM Chg.-0.130 Bid11:27:10 AM Ask11:27:10 AM Underlying Strike price Expiration date Option type
3.650EUR -3.44% 3.650
Bid Size: 2,000		 4.190
Ask Size: 2,000		 Texas Roadhouse Inc 137.00 USD 2025-01-17 Call
 

Master data

WKN: SU2V2Z
Issuer: Société Générale
Currency: EUR
Underlying: Texas Roadhouse Inc
Type: Warrant
Option type: Call
Strike price: 137.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-28
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.07
Leverage: Yes

Calculated values

Fair value: 3.63
Intrinsic value: 3.29
Implied volatility: 0.34
Historic volatility: 0.20
Parity: 3.29
Time value: 0.62
Break-even: 165.34
Moneyness: 1.26
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 1.56%
Delta: 0.86
Theta: -0.03
Omega: 3.51
Rho: 0.61
 

Quote data

Open: 3.570
High: 3.650
Low: 3.550
Previous Close: 3.780
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.73%
1 Month  
+13.71%
3 Months  
+62.22%
YTD  
+367.95%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.820 3.420
1M High / 1M Low: 3.820 3.210
6M High / 6M Low: 3.820 0.520
High (YTD): 2024-05-28 3.820
Low (YTD): 2024-01-15 0.540
52W High: - -
52W Low: - -
Avg. price 1W:   3.674
Avg. volume 1W:   0.000
Avg. price 1M:   3.497
Avg. volume 1M:   0.000
Avg. price 6M:   1.913
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.97%
Volatility 6M:   131.16%
Volatility 1Y:   -
Volatility 3Y:   -