JSFiddle - React, Tailwind, and code Playground
HTML
<select name='exemplo' id='exemplo'>
<option value='1' class='teste' dado='a'>1</option>
<option value='2' class='teste' dado='b'>4</option>
<option value='3' class='teste' dado='c'>3</option>
<option value='4' class='teste' dado='d'>2</option>
</select>
JavaScript
$('#exemplo').change(function() {
var valor = this.value;
var dado = $(this).find(':selected').attr('dado');
console.log(valor, dado);
});