Soc. Generale Call 149 TXRH 17.01.2025
/ DE000SU2VWU7
Soc. Generale Call 149 TXRH 17.01.../ DE000SU2VWU7 /
| 2024-05-17 7:05:35 PM |
Chg.+0.030 |
Bid2024-05-17 |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.780EUR |
+1.09% |
2.780
Bid Size: 15,000 |
2.820
Ask Size: 15,000 |
Texas Roadhouse Inc |
149.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
SU2VWU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Texas Roadhouse Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
149.00 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: |
5.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.41 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
1.84 |
| Time value: |
0.92 |
| Break-even: |
164.70 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
1.47% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
4.34 |
| Rho: |
0.62 |
Quote data
| Open: |
2.520 |
| High: |
2.780 |
| Low: |
2.520 |
| Previous Close: |
2.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.34% |
| 1 Month |
|
|
+71.60% |
| 3 Months |
|
|
+75.95% |
| YTD |
|
|
+491.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.750 |
2.470 |
| 1M High / 1M Low: |
2.750 |
1.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-16 |
2.750 |
| Low (YTD): |
2024-01-15 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.618 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.243 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
