OverviewChartNewsTraderScreen

Soc. Generale Call 148 TXRH 20.12.../  DE000SU26DB2  /

Frankfurt Zert./SG
6/14/2024  5:54:53 PM Chg.-0.170 Bid6:02:29 PM Ask6:02:29 PM Underlying Strike price Expiration date Option type
2.710EUR -5.90% 2.700
Bid Size: 15,000		 2.740
Ask Size: 15,000		 Texas Roadhouse Inc 148.00 USD 12/20/2024 Call
 

Master data

WKN: SU26DB
Issuer: Société Générale
Currency: EUR
Underlying: Texas Roadhouse Inc
Type: Warrant
Option type: Call
Strike price: 148.00 USD
Maturity: 12/20/2024
Issue date: 12/5/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.48
Leverage: Yes

Calculated values

Fair value: 2.55
Intrinsic value: 2.16
Implied volatility: 0.33
Historic volatility: 0.20
Parity: 2.16
Time value: 0.75
Break-even: 166.93
Moneyness: 1.16
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 1.39%
Delta: 0.79
Theta: -0.04
Omega: 4.34
Rho: 0.50
 

Quote data

Open: 2.600
High: 2.770
Low: 2.530
Previous Close: 2.880
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.04%
1 Month  
+3.83%
3 Months  
+46.49%
YTD  
+502.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.920 2.580
1M High / 1M Low: 2.920 2.490
6M High / 6M Low: 2.920 0.290
High (YTD): 6/12/2024 2.920
Low (YTD): 1/15/2024 0.290
52W High: - -
52W Low: - -
Avg. price 1W:   2.744
Avg. volume 1W:   0.000
Avg. price 1M:   2.698
Avg. volume 1M:   0.000
Avg. price 6M:   1.500
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.96%
Volatility 6M:   165.25%
Volatility 1Y:   -
Volatility 3Y:   -