Soc. Generale Call 167 TXRH 17.01.../  DE000SU6E2W4  /

EUWAX
2024-05-16  9:00:31 AM Chg.+0.03 Bid7:37:54 PM Ask7:37:54 PM Underlying Strike price Expiration date Option type
1.44EUR +2.13% 1.68
Bid Size: 20,000
1.71
Ask Size: 20,000
Texas Roadhouse Inc 167.00 USD 2025-01-17 Call
 

Master data

WKN: SU6E2W
Issuer: Société Générale
Currency: EUR
Underlying: Texas Roadhouse Inc
Type: Warrant
Option type: Call
Strike price: 167.00 USD
Maturity: 2025-01-17
Issue date: 2023-12-29
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.55
Leverage: Yes

Calculated values

Fair value: 1.29
Intrinsic value: 0.14
Implied volatility: 0.27
Historic volatility: 0.20
Parity: 0.14
Time value: 1.48
Break-even: 169.57
Moneyness: 1.01
Premium: 0.10
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 1.89%
Delta: 0.61
Theta: -0.03
Omega: 5.78
Rho: 0.52
 

Quote data

Open: 1.44
High: 1.44
Low: 1.44
Previous Close: 1.41
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month  
+77.78%
3 Months  
+128.57%
YTD  
+526.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.41 1.31
1M High / 1M Low: 1.47 0.81
6M High / 6M Low: - -
High (YTD): 2024-05-07 1.47
Low (YTD): 2024-01-15 0.14
52W High: - -
52W Low: - -
Avg. price 1W:   1.36
Avg. volume 1W:   0.00
Avg. price 1M:   1.12
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -