Soc. Generale Call 170 TXRH 20.12.../  DE000SW7ETV4  /

EUWAX
11/8/2024  10:13:25 AM Chg.-0.24 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
2.31EUR -9.41% -
Bid Size: -
-
Ask Size: -
Texas Roadhouse Inc 170.00 USD 12/20/2024 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: 12/20/2024
Issue date: 3/7/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.20
Leverage: Yes

Calculated values

Fair value: 2.53
Intrinsic value: 2.46
Implied volatility: 0.22
Historic volatility: 0.22
Parity: 2.46
Time value: 0.07
Break-even: 182.77
Moneyness: 1.16
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.02
Omega: 7.05
Rho: 0.18
 

Quote data

Open: 2.31
High: 2.31
Low: 2.31
Previous Close: 2.55
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.26%
1 Month  
+108.11%
3 Months  
+159.55%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.55 1.45
1M High / 1M Low: 2.55 1.05
6M High / 6M Low: 2.55 0.45
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.84
Avg. volume 1W:   0.00
Avg. price 1M:   1.51
Avg. volume 1M:   0.00
Avg. price 6M:   1.15
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   374.72%
Volatility 6M:   246.75%
Volatility 1Y:   -
Volatility 3Y:   -