Soc. Generale Call 138 TXRH 20.12.2024
/ DE000SU2P7C6
Soc. Generale Call 138 TXRH 20.12.../ DE000SU2P7C6 /
2024-06-03 9:48:33 AM |
Chg.-0.240 |
Bid10:30:07 AM |
Ask10:30:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.380EUR |
-6.63% |
3.480 Bid Size: 2,000 |
4.050 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: |
4.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.50 |
Intrinsic value: |
3.19 |
Implied volatility: |
0.33 |
Historic volatility: |
0.20 |
Parity: |
3.19 |
Time value: |
0.56 |
Break-even: |
164.66 |
Moneyness: |
1.25 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.06 |
Spread %: |
1.63% |
Delta: |
0.87 |
Theta: |
-0.03 |
Omega: |
3.68 |
Rho: |
0.55 |
Quote data
Open: |
3.400 |
High: |
3.400 |
Low: |
3.380 |
Previous Close: |
3.620 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.32% |
1 Month |
|
|
+9.74% |
3 Months |
|
|
+59.43% |
YTD |
|
|
+382.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.640 |
3.240 |
1M High / 1M Low: |
3.640 |
3.080 |
6M High / 6M Low: |
3.640 |
0.450 |
High (YTD): |
2024-05-28 |
3.640 |
Low (YTD): |
2024-01-15 |
0.470 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.502 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.342 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.794 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
75.48% |
Volatility 6M: |
|
141.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |