Soc. Generale Call 95 TXRH 20.12..../  DE000SQ34PS2  /

EUWAX
6/14/2024  9:01:46 AM Chg.0.00 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
6.68EUR 0.00% -
Bid Size: -
-
Ask Size: -
Texas Roadhouse Inc 95.00 USD 12/20/2024 Call
 

Master data

WKN: SQ34PS
Issuer: Société Générale
Currency: EUR
Underlying: Texas Roadhouse Inc
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 12/20/2024
Issue date: 11/10/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.25
Leverage: Yes

Calculated values

Fair value: 6.93
Intrinsic value: 6.77
Implied volatility: 0.35
Historic volatility: 0.20
Parity: 6.77
Time value: 0.17
Break-even: 158.15
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: 0.44
 

Quote data

Open: 6.68
High: 6.68
Low: 6.68
Previous Close: 6.68
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.75%
1 Month  
+5.86%
3 Months  
+29.46%
YTD  
+121.19%
1 Year  
+162.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.68 6.30
1M High / 1M Low: 6.79 6.25
6M High / 6M Low: 6.79 2.52
High (YTD): 6/3/2024 6.79
Low (YTD): 1/15/2024 2.52
52W High: 6/3/2024 6.79
52W Low: 10/12/2023 1.11
Avg. price 1W:   6.55
Avg. volume 1W:   0.00
Avg. price 1M:   6.49
Avg. volume 1M:   0.00
Avg. price 6M:   4.75
Avg. volume 6M:   0.00
Avg. price 1Y:   3.37
Avg. volume 1Y:   0.00
Volatility 1M:   44.04%
Volatility 6M:   65.20%
Volatility 1Y:   70.36%
Volatility 3Y:   -