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Soc. Generale Call 115 TXRH 20.12.../  DE000SQ34PW4  /

Frankfurt Zert./SG
5/20/2024  9:37:04 PM Chg.-0.130 Bid9:59:10 PM Ask- Underlying Strike price Expiration date Option type
5.200EUR -2.44% 5.210
Bid Size: 2,000		 -
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: 2.94
Leverage: Yes

Calculated values

Fair value: 5.26
Intrinsic value: 5.03
Implied volatility: 0.30
Historic volatility: 0.20
Parity: 5.03
Time value: 0.27
Break-even: 158.77
Moneyness: 1.48
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.02
Omega: 2.86
Rho: 0.58
 

Quote data

Open: 4.770
High: 5.280
Low: 4.770
Previous Close: 5.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.42%
1 Month  
+37.20%
3 Months  
+44.85%
YTD  
+204.09%
1 Year  
+217.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.330 4.980
1M High / 1M Low: 5.330 3.950
6M High / 6M Low: 5.330 1.050
High (YTD): 5/17/2024 5.330
Low (YTD): 1/15/2024 1.300
52W High: 5/17/2024 5.330
52W Low: 10/12/2023 0.480
Avg. price 1W:   5.184
Avg. volume 1W:   0.000
Avg. price 1M:   4.782
Avg. volume 1M:   42.105
Avg. price 6M:   2.836
Avg. volume 6M:   6.452
Avg. price 1Y:   1.937
Avg. volume 1Y:   3.150
Volatility 1M:   67.84%
Volatility 6M:   96.09%
Volatility 1Y:   102.78%
Volatility 3Y:   -