Soc. Generale Call 95 TXRH 17.01..../  DE000SQ34PY0  /

EUWAX
2024-06-14  9:01:46 AM Chg.0.00 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
6.69EUR 0.00% -
Bid Size: -
-
Ask Size: -
Texas Roadhouse Inc 95.00 USD 2025-01-17 Call
 

Master data

WKN: SQ34PY
Issuer: Société Générale
Currency: EUR
Underlying: Texas Roadhouse Inc
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 2025-01-17
Issue date: 2022-11-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.25
Leverage: Yes

Calculated values

Fair value: 6.95
Intrinsic value: 6.77
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 6.77
Time value: 0.19
Break-even: 158.35
Moneyness: 1.76
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.01
Omega: 2.24
Rho: 0.51
 

Quote data

Open: 6.69
High: 6.69
Low: 6.69
Previous Close: 6.69
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.75%
1 Month  
+5.52%
3 Months  
+28.90%
YTD  
+118.63%
1 Year  
+159.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.69 6.32
1M High / 1M Low: 6.82 6.27
6M High / 6M Low: 6.82 2.56
High (YTD): 2024-06-03 6.82
Low (YTD): 2024-01-15 2.56
52W High: 2024-06-03 6.82
52W Low: 2023-10-12 1.15
Avg. price 1W:   6.57
Avg. volume 1W:   0.00
Avg. price 1M:   6.51
Avg. volume 1M:   0.00
Avg. price 6M:   4.78
Avg. volume 6M:   0.00
Avg. price 1Y:   3.41
Avg. volume 1Y:   0.00
Volatility 1M:   44.08%
Volatility 6M:   64.48%
Volatility 1Y:   69.44%
Volatility 3Y:   -