Soc. Generale Call 167 TXRH 17.01.2025
/ DE000SU6E2W4
Soc. Generale Call 167 TXRH 17.01.../ DE000SU6E2W4 /
19/06/2024 16:44:23 |
Chg.-0.170 |
Bid17:33:40 |
Ask17:33:40 |
Underlying |
Strike price |
Expiration date |
Option type |
1.570EUR |
-9.77% |
1.570 Bid Size: 3,000 |
1.860 Ask Size: 3,000 |
Texas Roadhouse Inc |
167.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
SU6E2W |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Texas Roadhouse Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
167.00 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: |
9.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.29 |
Intrinsic value: |
0.28 |
Implied volatility: |
0.30 |
Historic volatility: |
0.20 |
Parity: |
0.28 |
Time value: |
1.47 |
Break-even: |
173.01 |
Moneyness: |
1.02 |
Premium: |
0.09 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.03 |
Spread %: |
1.74% |
Delta: |
0.61 |
Theta: |
-0.04 |
Omega: |
5.53 |
Rho: |
0.46 |
Quote data
Open: |
1.540 |
High: |
1.590 |
Low: |
1.540 |
Previous Close: |
1.740 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-11.30% |
1 Month |
|
|
-7.10% |
3 Months |
|
|
+60.20% |
YTD |
|
|
+582.61% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.810 |
1.550 |
1M High / 1M Low: |
1.810 |
1.460 |
6M High / 6M Low: |
- |
- |
High (YTD): |
17/06/2024 |
1.810 |
Low (YTD): |
15/01/2024 |
0.140 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.730 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.649 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
136.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |