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Soc. Generale Call 143 TXRH 20.12.../  DE000SU2P7H5  /

Frankfurt Zert./SG
2024-06-06  7:57:33 PM Chg.-0.170 Bid2024-06-06 Ask2024-06-06 Underlying Strike price Expiration date Option type
3.020EUR -5.33% 3.020
Bid Size: 10,000		 3.070
Ask Size: 10,000		 Texas Roadhouse Inc 143.00 USD 2024-12-20 Call
 

Master data

WKN: SU2P7H
Issuer: Société Générale
Currency: EUR
Underlying: Texas Roadhouse Inc
Type: Warrant
Option type: Call
Strike price: 143.00 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: 4.89
Leverage: Yes

Calculated values

Fair value: 2.92
Intrinsic value: 2.58
Implied volatility: 0.32
Historic volatility: 0.20
Parity: 2.58
Time value: 0.64
Break-even: 163.71
Moneyness: 1.20
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 1.58%
Delta: 0.83
Theta: -0.03
Omega: 4.05
Rho: 0.53
 

Quote data

Open: 2.930
High: 3.100
Low: 2.900
Previous Close: 3.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.79%
1 Month  
+2.03%
3 Months  
+55.67%
YTD  
+439.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.250 2.970
1M High / 1M Low: 3.270 2.790
6M High / 6M Low: 3.270 0.360
High (YTD): 2024-05-28 3.270
Low (YTD): 2024-01-15 0.370
52W High: - -
52W Low: - -
Avg. price 1W:   3.128
Avg. volume 1W:   0.000
Avg. price 1M:   2.998
Avg. volume 1M:   0.000
Avg. price 6M:   1.607
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.69%
Volatility 6M:   151.42%
Volatility 1Y:   -
Volatility 3Y:   -