Soc. Generale Call 115 TXRH 20.12.2024
/ DE000SQ34PW4
Soc. Generale Call 115 TXRH 20.12.../ DE000SQ34PW4 /
6/13/2024 4:49:24 PM |
Chg.-0.070 |
Bid5:57:58 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.480EUR |
-1.26% |
5.480 Bid Size: 10,000 |
- Ask Size: - |
Texas Roadhouse Inc |
115.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SQ34PW |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Texas Roadhouse Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
11/10/2022 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.44 |
Intrinsic value: |
5.24 |
Implied volatility: |
0.37 |
Historic volatility: |
0.20 |
Parity: |
5.24 |
Time value: |
0.29 |
Break-even: |
161.65 |
Moneyness: |
1.49 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.96 |
Theta: |
-0.02 |
Omega: |
2.74 |
Rho: |
0.50 |
Quote data
Open: |
4.930 |
High: |
5.530 |
Low: |
4.930 |
Previous Close: |
5.550 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.18% |
1 Month |
|
|
+10.04% |
3 Months |
|
|
+33.99% |
YTD |
|
|
+220.47% |
1 Year |
|
|
+291.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.550 |
5.160 |
1M High / 1M Low: |
5.550 |
4.890 |
6M High / 6M Low: |
5.550 |
1.280 |
High (YTD): |
6/12/2024 |
5.550 |
Low (YTD): |
1/15/2024 |
1.300 |
52W High: |
6/12/2024 |
5.550 |
52W Low: |
10/12/2023 |
0.480 |
Avg. price 1W: |
|
5.300 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.243 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.406 |
Avg. volume 6M: |
|
6.400 |
Avg. price 1Y: |
|
2.201 |
Avg. volume 1Y: |
|
3.125 |
Volatility 1M: |
|
65.50% |
Volatility 6M: |
|
96.18% |
Volatility 1Y: |
|
102.34% |
Volatility 3Y: |
|
- |