Soc. Generale Call 165 TXRH 17.01.2025
/ DE000SU6E2U8
Soc. Generale Call 165 TXRH 17.01.../ DE000SU6E2U8 /
03/06/2024 11:53:02 |
Chg.-0.040 |
Bid11:58:27 |
Ask11:58:27 |
Underlying |
Strike price |
Expiration date |
Option type |
1.800EUR |
-2.17% |
1.810 Bid Size: 3,000 |
2.130 Ask Size: 3,000 |
Texas Roadhouse Inc |
165.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
SU6E2U |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Texas Roadhouse Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
165.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
29/12/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.59 |
Intrinsic value: |
0.71 |
Implied volatility: |
0.28 |
Historic volatility: |
0.20 |
Parity: |
0.71 |
Time value: |
1.25 |
Break-even: |
171.64 |
Moneyness: |
1.05 |
Premium: |
0.08 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.03 |
Spread %: |
1.55% |
Delta: |
0.66 |
Theta: |
-0.04 |
Omega: |
5.38 |
Rho: |
0.54 |
Quote data
Open: |
1.750 |
High: |
1.810 |
Low: |
1.740 |
Previous Close: |
1.840 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+11.80% |
1 Month |
|
|
+18.42% |
3 Months |
|
|
+85.57% |
YTD |
|
|
+650.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.900 |
1.610 |
1M High / 1M Low: |
1.900 |
1.520 |
6M High / 6M Low: |
- |
- |
High (YTD): |
28/05/2024 |
1.900 |
Low (YTD): |
15/01/2024 |
0.150 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.794 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.689 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |