Soc. Generale Call 151 TXRH 20.12.2024
/ DE000SU6EZ04
Soc. Generale Call 151 TXRH 20.12.../ DE000SU6EZ04 /
| 2024-06-06 4:27:47 PM |
Chg.-0.120 |
Bid5:08:15 PM |
Ask5:08:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.490EUR |
-4.60% |
2.510
Bid Size: 15,000 |
2.560
Ask Size: 15,000 |
Texas Roadhouse Inc |
151.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU6EZ0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Texas Roadhouse Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
151.00 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: |
5.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
1.84 |
| Time value: |
0.81 |
| Break-even: |
165.36 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
1.92% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
4.58 |
| Rho: |
0.51 |
Quote data
| Open: |
2.370 |
| High: |
2.490 |
| Low: |
2.360 |
| Previous Close: |
2.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.68% |
| 1 Month |
|
|
+2.89% |
| 3 Months |
|
|
+61.69% |
| YTD |
|
|
+538.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.650 |
2.410 |
| 1M High / 1M Low: |
2.680 |
2.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-28 |
2.680 |
| Low (YTD): |
2024-01-15 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.558 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.438 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
