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Soc. Generale Call 138 TXRH 17.01.../  DE000SU2V205  /

Frankfurt Zert./SG
2024-06-06  5:39:43 PM Chg.-0.130 Bid6:48:16 PM Ask6:48:16 PM Underlying Strike price Expiration date Option type
3.510EUR -3.57% 3.500
Bid Size: 10,000		 3.550
Ask Size: 10,000		 Texas Roadhouse Inc 138.00 USD 2025-01-17 Call
 

Master data

WKN: SU2V20
Issuer: Société Générale
Currency: EUR
Underlying: Texas Roadhouse Inc
Type: Warrant
Option type: Call
Strike price: 138.00 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: 4.27
Leverage: Yes

Calculated values

Fair value: 3.39
Intrinsic value: 3.04
Implied volatility: 0.33
Historic volatility: 0.20
Parity: 3.04
Time value: 0.64
Break-even: 163.71
Moneyness: 1.24
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.06
Spread %: 1.66%
Delta: 0.85
Theta: -0.03
Omega: 3.64
Rho: 0.60
 

Quote data

Open: 3.340
High: 3.540
Low: 3.330
Previous Close: 3.640
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.39%
1 Month  
+2.93%
3 Months  
+51.95%
YTD  
+368.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.710 3.420
1M High / 1M Low: 3.740 3.220
6M High / 6M Low: 3.740 0.500
High (YTD): 2024-05-28 3.740
Low (YTD): 2024-01-15 0.520
52W High: - -
52W Low: - -
Avg. price 1W:   3.584
Avg. volume 1W:   0.000
Avg. price 1M:   3.444
Avg. volume 1M:   0.000
Avg. price 6M:   1.922
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.68%
Volatility 6M:   134.44%
Volatility 1Y:   -
Volatility 3Y:   -