OverviewChartNewsTraderScreen

Soc. Generale Call 167 TXRH 17.01.../  DE000SU6E2W4  /

Frankfurt Zert./SG
10/15/2024  12:05:43 PM Chg.-0.120 Bid12:39:10 PM Ask12:39:10 PM Underlying Strike price Expiration date Option type
1.460EUR -7.59% 1.460
Bid Size: 2,100		 1.810
Ask Size: 2,100		 Texas Roadhouse Inc 167.00 USD 1/17/2025 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: 1/17/2025
Issue date: 12/29/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.84
Leverage: Yes

Calculated values

Fair value: 1.26
Intrinsic value: 0.83
Implied volatility: 0.35
Historic volatility: 0.21
Parity: 0.83
Time value: 0.81
Break-even: 169.48
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 0.21
Spread abs.: 0.06
Spread %: 3.80%
Delta: 0.67
Theta: -0.06
Omega: 6.58
Rho: 0.24
 

Quote data

Open: 1.400
High: 1.460
Low: 1.400
Previous Close: 1.580
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.12%
1 Month  
+56.99%
3 Months
  -3.95%
YTD  
+534.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.700 1.450
1M High / 1M Low: 1.780 0.910
6M High / 6M Low: 1.940 0.790
High (YTD): 6/27/2024 1.940
Low (YTD): 1/15/2024 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   1.580
Avg. volume 1W:   0.000
Avg. price 1M:   1.492
Avg. volume 1M:   0.000
Avg. price 6M:   1.444
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   224.22%
Volatility 6M:   159.82%
Volatility 1Y:   -
Volatility 3Y:   -