Soc. Generale Call 148 TXRH 17.01.2025
/ DE000SU2VWT9
Soc. Generale Call 148 TXRH 17.01.../ DE000SU2VWT9 /
2024-06-07 8:16:27 PM |
Chg.-0.110 |
Bid9:45:03 PM |
Ask9:45:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.680EUR |
-3.94% |
2.690 Bid Size: 15,000 |
2.740 Ask Size: 15,000 |
Texas Roadhouse Inc |
148.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
SU2VWT |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Texas Roadhouse Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
148.00 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: |
5.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.51 |
Intrinsic value: |
2.03 |
Implied volatility: |
0.31 |
Historic volatility: |
0.20 |
Parity: |
2.03 |
Time value: |
0.84 |
Break-even: |
164.58 |
Moneyness: |
1.15 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.05 |
Spread %: |
1.77% |
Delta: |
0.78 |
Theta: |
-0.03 |
Omega: |
4.27 |
Rho: |
0.58 |
Quote data
Open: |
2.650 |
High: |
2.830 |
Low: |
2.650 |
Previous Close: |
2.790 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.53% |
1 Month |
|
|
+3.47% |
3 Months |
|
|
+63.41% |
YTD |
|
|
+436.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.930 |
2.710 |
1M High / 1M Low: |
3.000 |
2.540 |
6M High / 6M Low: |
3.000 |
0.320 |
High (YTD): |
2024-05-28 |
3.000 |
Low (YTD): |
2024-01-15 |
0.330 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.818 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.735 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.473 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
82.30% |
Volatility 6M: |
|
157.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |