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Soc. Generale Call 139 TXRH 17.01.../  DE000SU2VWQ5  /

Frankfurt Zert./SG
2024-06-03  11:12:24 AM Chg.-0.070 Bid2024-06-03 Ask2024-06-03 Underlying Strike price Expiration date Option type
3.520EUR -1.95% 3.520
Bid Size: 2,000		 4.010
Ask Size: 2,000		 Texas Roadhouse Inc 139.00 USD 2025-01-17 Call
 

Master data

WKN: SU2VWQ
Issuer: Société Générale
Currency: EUR
Underlying: Texas Roadhouse Inc
Type: Warrant
Option type: Call
Strike price: 139.00 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: 4.24
Leverage: Yes

Calculated values

Fair value: 3.46
Intrinsic value: 3.10
Implied volatility: 0.33
Historic volatility: 0.20
Parity: 3.10
Time value: 0.65
Break-even: 165.58
Moneyness: 1.24
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.05
Spread %: 1.35%
Delta: 0.85
Theta: -0.03
Omega: 3.62
Rho: 0.61
 

Quote data

Open: 3.450
High: 3.520
Low: 3.430
Previous Close: 3.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.32%
1 Month  
+13.55%
3 Months  
+66.04%
YTD  
+388.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.680 3.280
1M High / 1M Low: 3.680 3.100
6M High / 6M Low: 3.680 0.480
High (YTD): 2024-05-28 3.680
Low (YTD): 2024-01-15 0.490
52W High: - -
52W Low: - -
Avg. price 1W:   3.520
Avg. volume 1W:   0.000
Avg. price 1M:   3.345
Avg. volume 1M:   0.000
Avg. price 6M:   1.810
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.36%
Volatility 6M:   139.26%
Volatility 1Y:   -
Volatility 3Y:   -