Soc. Generale Call 138 TXRH 20.12.2024
/ DE000SU2P7C6
Soc. Generale Call 138 TXRH 20.12.../ DE000SU2P7C6 /
2024-05-31 9:50:39 PM |
Chg.+0.020 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.620EUR |
+0.56% |
3.690 Bid Size: 2,000 |
3.750 Ask Size: 2,000 |
Texas Roadhouse Inc |
138.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SU2P7C |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Texas Roadhouse Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
138.00 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: |
4.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.48 |
Intrinsic value: |
3.18 |
Implied volatility: |
0.32 |
Historic volatility: |
0.20 |
Parity: |
3.18 |
Time value: |
0.53 |
Break-even: |
164.51 |
Moneyness: |
1.25 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.06 |
Spread %: |
1.64% |
Delta: |
0.87 |
Theta: |
-0.03 |
Omega: |
3.74 |
Rho: |
0.57 |
Quote data
Open: |
3.340 |
High: |
3.620 |
Low: |
3.320 |
Previous Close: |
3.600 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.10% |
1 Month |
|
|
+23.13% |
3 Months |
|
|
+70.75% |
YTD |
|
|
+417.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.640 |
3.240 |
1M High / 1M Low: |
3.640 |
2.630 |
6M High / 6M Low: |
3.640 |
0.420 |
High (YTD): |
2024-05-28 |
3.640 |
Low (YTD): |
2024-01-15 |
0.470 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.454 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.279 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.758 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
99.23% |
Volatility 6M: |
|
142.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |