Soc. Generale Call 150 TXRH 20.12.2024
/ DE000SU6EZZ6
Soc. Generale Call 150 TXRH 20.12.../ DE000SU6EZZ6 /
| 6/14/2024 9:12:50 AM |
Chg.-0.02 |
Bid5:01:40 PM |
Ask5:01:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.46EUR |
-0.81% |
2.56
Bid Size: 15,000 |
2.60
Ask Size: 15,000 |
Texas Roadhouse Inc |
150.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SU6EZZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Texas Roadhouse Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
12/29/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.39 |
| Intrinsic value: |
1.97 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
1.97 |
| Time value: |
0.80 |
| Break-even: |
167.40 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
1.47% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
4.47 |
| Rho: |
0.50 |
Quote data
| Open: |
2.46 |
| High: |
2.46 |
| Low: |
2.46 |
| Previous Close: |
2.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.82% |
| 1 Month |
|
|
+16.59% |
| 3 Months |
|
|
+46.43% |
| YTD |
|
|
+500.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.48 |
2.17 |
| 1M High / 1M Low: |
2.60 |
2.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
6/3/2024 |
2.60 |
| Low (YTD): |
1/15/2024 |
0.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
