Soc. Generale Call 152 TXRH 17.01.2025
/ DE000SU2VWW3
Soc. Generale Call 152 TXRH 17.01.../ DE000SU2VWW3 /
13/06/2024 21:50:19 |
Chg.+0.040 |
Bid21:59:42 |
Ask21:59:42 |
Underlying |
Strike price |
Expiration date |
Option type |
2.720EUR |
+1.49% |
2.700 Bid Size: 3,000 |
2.740 Ask Size: 3,000 |
Texas Roadhouse Inc |
152.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
SU2VWW |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Texas Roadhouse Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
152.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
28/11/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.34 |
Intrinsic value: |
1.82 |
Implied volatility: |
0.32 |
Historic volatility: |
0.20 |
Parity: |
1.82 |
Time value: |
0.92 |
Break-even: |
167.97 |
Moneyness: |
1.13 |
Premium: |
0.06 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.04 |
Spread %: |
1.48% |
Delta: |
0.76 |
Theta: |
-0.04 |
Omega: |
4.41 |
Rho: |
0.56 |
Quote data
Open: |
2.430 |
High: |
2.720 |
Low: |
2.430 |
Previous Close: |
2.680 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.94% |
1 Month |
|
|
+19.30% |
3 Months |
|
|
+51.96% |
YTD |
|
|
+547.62% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.680 |
2.430 |
1M High / 1M Low: |
2.720 |
2.280 |
6M High / 6M Low: |
2.720 |
0.270 |
High (YTD): |
28/05/2024 |
2.720 |
Low (YTD): |
15/01/2024 |
0.270 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.526 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.503 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.381 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.42% |
Volatility 6M: |
|
163.85% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |