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Soc. Generale Call 153 TXRH 17.01.../  DE000SU26DC0  /

Frankfurt Zert./SG
2024-09-20  6:46:13 PM Chg.-0.110 Bid6:57:03 PM Ask6:57:03 PM Underlying Strike price Expiration date Option type
2.100EUR -4.98% 2.110
Bid Size: 15,000		 2.190
Ask Size: 15,000		 Texas Roadhouse Inc 153.00 USD 2025-01-17 Call
 

Master data

WKN: SU26DC
Issuer: Société Générale
Currency: EUR
Underlying: Texas Roadhouse Inc
Type: Warrant
Option type: Call
Strike price: 153.00 USD
Maturity: 2025-01-17
Issue date: 2023-12-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.63
Leverage: Yes

Calculated values

Fair value: 2.02
Intrinsic value: 1.75
Implied volatility: 0.35
Historic volatility: 0.21
Parity: 1.75
Time value: 0.58
Break-even: 160.40
Moneyness: 1.13
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.08
Spread %: 3.56%
Delta: 0.78
Theta: -0.05
Omega: 5.16
Rho: 0.32
 

Quote data

Open: 2.060
High: 2.260
Low: 2.050
Previous Close: 2.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+25.75%
1 Month  
+9.95%
3 Months
  -14.63%
YTD  
+425.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.210 1.670
1M High / 1M Low: 2.210 1.450
6M High / 6M Low: 2.810 1.350
High (YTD): 2024-06-27 2.810
Low (YTD): 2024-01-15 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   1.804
Avg. volume 1W:   0.000
Avg. price 1M:   1.875
Avg. volume 1M:   0.000
Avg. price 6M:   2.108
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.59%
Volatility 6M:   120.12%
Volatility 1Y:   -
Volatility 3Y:   -