Soc. Generale Call 158 TXRH 17.01.../  DE000SU6E2P8  /

Frankfurt Zert./SG
10/31/2024  9:50:16 PM Chg.-0.270 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
2.990EUR -8.28% 3.000
Bid Size: 2,000
3.570
Ask Size: 2,000
Texas Roadhouse Inc 158.00 USD 1/17/2025 Call
 

Master data

WKN: SU6E2P
Issuer: Société Générale
Currency: EUR
Underlying: Texas Roadhouse Inc
Type: Warrant
Option type: Call
Strike price: 158.00 USD
Maturity: 1/17/2025
Issue date: 12/29/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.12
Leverage: Yes

Calculated values

Fair value: 3.42
Intrinsic value: 3.31
Implied volatility: 0.32
Historic volatility: 0.21
Parity: 3.31
Time value: 0.18
Break-even: 180.41
Moneyness: 1.23
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.03
Omega: 4.78
Rho: 0.28
 

Quote data

Open: 3.100
High: 3.580
Low: 2.990
Previous Close: 3.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.12%
1 Month  
+35.91%
3 Months  
+25.10%
YTD  
+806.06%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.260 2.620
1M High / 1M Low: 3.260 2.050
6M High / 6M Low: 3.260 1.180
High (YTD): 10/30/2024 3.260
Low (YTD): 1/15/2024 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   2.984
Avg. volume 1W:   0.000
Avg. price 1M:   2.504
Avg. volume 1M:   0.000
Avg. price 6M:   2.054
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.35%
Volatility 6M:   142.02%
Volatility 1Y:   -
Volatility 3Y:   -