Soc. Generale Call 170 TXRH 20.12.2024
/ DE000SW7ETV4
Soc. Generale Call 170 TXRH 20.12.../ DE000SW7ETV4 /
| 2024-09-20 8:07:17 PM |
Chg.-0.100 |
Bid9:02:55 PM |
Ask9:02:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-9.80% |
0.910
Bid Size: 20,000 |
0.970
Ask Size: 20,000 |
Texas Roadhouse Inc |
170.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SW7ETV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Texas Roadhouse Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
0.22 |
| Time value: |
0.90 |
| Break-even: |
163.54 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.06 |
| Spread %: |
5.66% |
| Delta: |
0.59 |
| Theta: |
-0.06 |
| Omega: |
8.14 |
| Rho: |
0.20 |
Quote data
| Open: |
0.910 |
| High: |
0.960 |
| Low: |
0.900 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.29% |
| 1 Month |
|
|
+8.24% |
| 3 Months |
|
|
-31.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.680 |
| 1M High / 1M Low: |
1.030 |
0.550 |
| 6M High / 6M Low: |
1.640 |
0.550 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.825 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.111 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.54% |
| Volatility 6M: |
|
169.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
