Soc. Generale Call 149 TXRH 20.12.2024
/ DE000SU6EZY9
Soc. Generale Call 149 TXRH 20.12.../ DE000SU6EZY9 /
2024-06-18 9:42:35 PM |
Chg.-0.110 |
Bid9:59:06 PM |
Ask9:59:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.730EUR |
-3.87% |
2.710 Bid Size: 3,000 |
2.750 Ask Size: 3,000 |
Texas Roadhouse Inc |
149.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SU6EZY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Texas Roadhouse Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
149.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-29 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.50 |
Intrinsic value: |
2.11 |
Implied volatility: |
0.33 |
Historic volatility: |
0.20 |
Parity: |
2.11 |
Time value: |
0.77 |
Break-even: |
167.54 |
Moneyness: |
1.15 |
Premium: |
0.05 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.04 |
Spread %: |
1.41% |
Delta: |
0.79 |
Theta: |
-0.04 |
Omega: |
4.36 |
Rho: |
0.49 |
Quote data
Open: |
2.640 |
High: |
2.780 |
Low: |
2.630 |
Previous Close: |
2.840 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.41% |
1 Month |
|
|
+2.25% |
3 Months |
|
|
+70.63% |
YTD |
|
|
+534.88% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.840 |
2.520 |
1M High / 1M Low: |
2.840 |
2.410 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-06-17 |
2.840 |
Low (YTD): |
2024-01-15 |
0.280 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.714 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.636 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
109.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |