Soc. Generale Call 155 TXRH 20.12.2024
/ DE000SU6EZ38
Soc. Generale Call 155 TXRH 20.12.../ DE000SU6EZ38 /
| 2024-06-05 9:08:25 AM |
Chg.-0.06 |
Bid7:57:30 PM |
Ask7:57:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
-2.99% |
2.35
Bid Size: 15,000 |
2.40
Ask Size: 15,000 |
Texas Roadhouse Inc |
155.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU6EZ3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Texas Roadhouse Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 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: |
7.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
1.28 |
| Time value: |
0.93 |
| Break-even: |
164.54 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
1.84% |
| Delta: |
0.72 |
| Theta: |
-0.04 |
| Omega: |
5.09 |
| Rho: |
0.49 |
Quote data
| Open: |
1.95 |
| High: |
1.95 |
| Low: |
1.95 |
| Previous Close: |
2.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.16% |
| 1 Month |
|
|
+40.29% |
| 3 Months |
|
|
+56.00% |
| YTD |
|
|
+490.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.27 |
1.97 |
| 1M High / 1M Low: |
2.27 |
1.80 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-06-03 |
2.27 |
| Low (YTD): |
2024-01-15 |
0.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
