Soc. Generale Call 149 TXRH 17.01.2025
/ DE000SU2VWU7
Soc. Generale Call 149 TXRH 17.01.../ DE000SU2VWU7 /
2024-05-17 8:12:48 AM |
Chg.+0.09 |
Bid6:21:29 PM |
Ask6:21:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.52EUR |
+3.70% |
2.77 Bid Size: 15,000 |
2.81 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: |
2.52 |
High: |
2.52 |
Low: |
2.52 |
Previous Close: |
2.43 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.56% |
1 Month |
|
|
+61.54% |
3 Months |
|
|
+113.56% |
YTD |
|
|
+447.83% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.43 |
2.26 |
1M High / 1M Low: |
2.47 |
1.46 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-07 |
2.47 |
Low (YTD): |
2024-01-15 |
0.31 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.38 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.01 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |