Soc. Generale Call 148 TXRH 17.01.2025
/ DE000SU2VWT9
Soc. Generale Call 148 TXRH 17.01.../ DE000SU2VWT9 /
17/05/2024 15:42:10 |
Chg.+0.050 |
Bid16:05:07 |
Ask16:05:07 |
Underlying |
Strike price |
Expiration date |
Option type |
2.850EUR |
+1.79% |
2.840 Bid Size: 15,000 |
2.880 Ask Size: 15,000 |
Texas Roadhouse Inc |
148.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
SU2VWT |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Texas Roadhouse Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
148.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
28/11/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.49 |
Intrinsic value: |
1.93 |
Implied volatility: |
0.30 |
Historic volatility: |
0.20 |
Parity: |
1.93 |
Time value: |
0.90 |
Break-even: |
164.48 |
Moneyness: |
1.14 |
Premium: |
0.06 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.04 |
Spread %: |
1.43% |
Delta: |
0.78 |
Theta: |
-0.03 |
Omega: |
4.28 |
Rho: |
0.62 |
Quote data
Open: |
2.570 |
High: |
2.850 |
Low: |
2.570 |
Previous Close: |
2.800 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.14% |
1 Month |
|
|
+71.69% |
3 Months |
|
|
+74.85% |
YTD |
|
|
+470.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.800 |
2.540 |
1M High / 1M Low: |
2.800 |
1.660 |
6M High / 6M Low: |
- |
- |
High (YTD): |
16/05/2024 |
2.800 |
Low (YTD): |
15/01/2024 |
0.330 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.684 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.300 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |