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Soc. Generale Call 157 TXRH 20.12.../  DE000SU6EZ53  /

Frankfurt Zert./SG
2024-09-19  9:43:58 PM Chg.+0.450 Bid9:59:16 PM Ask9:59:16 PM Underlying Strike price Expiration date Option type
1.790EUR +33.58% 1.850
Bid Size: 3,000		 1.930
Ask Size: 3,000		 Texas Roadhouse Inc 157.00 USD 2024-12-20 Call
 

Master data

WKN: SU6EZ5
Issuer: Société Générale
Currency: EUR
Underlying: Texas Roadhouse Inc
Type: Warrant
Option type: Call
Strike price: 157.00 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: 10.95
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.55
Implied volatility: 0.34
Historic volatility: 0.21
Parity: 0.55
Time value: 0.79
Break-even: 154.67
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.23
Spread abs.: 0.07
Spread %: 5.51%
Delta: 0.64
Theta: -0.06
Omega: 7.02
Rho: 0.20
 

Quote data

Open: 1.220
High: 1.790
Low: 1.220
Previous Close: 1.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+37.69%
1 Month  
+17.76%
3 Months
  -13.53%
YTD  
+496.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.790 1.300
1M High / 1M Low: 1.790 1.100
6M High / 6M Low: 2.430 1.100
High (YTD): 2024-06-27 2.430
Low (YTD): 2024-01-15 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   1.432
Avg. volume 1W:   0.000
Avg. price 1M:   1.495
Avg. volume 1M:   0.000
Avg. price 6M:   1.763
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.99%
Volatility 6M:   136.04%
Volatility 1Y:   -
Volatility 3Y:   -