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Soc. Generale Call 300 VX1 20.09..../  DE000SQ80E90  /

Frankfurt Zert./SG
2024-07-30  5:59:04 PM Chg.+0.230 Bid6:02:17 PM Ask- Underlying Strike price Expiration date Option type
18.790EUR +1.24% 18.840
Bid Size: 15,000		 -
Ask Size: -		 VERTEX PHARMAC. D... 300.00 - 2024-09-20 Call
 

Master data

WKN: SQ80E9
Issuer: Société Générale
Currency: EUR
Underlying: VERTEX PHARMAC. DL-,01
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.49
Leverage: Yes

Calculated values

Fair value: 16.20
Intrinsic value: 16.04
Implied volatility: 1.42
Historic volatility: 0.21
Parity: 16.04
Time value: 2.45
Break-even: 484.90
Moneyness: 1.53
Premium: 0.05
Premium p.a.: 0.44
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.86
Theta: -0.55
Omega: 2.14
Rho: 0.30
 

Quote data

Open: 18.260
High: 18.920
Low: 18.260
Previous Close: 18.560
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.33%
1 Month  
+14.43%
3 Months  
+91.15%
YTD  
+63.11%
1 Year  
+119.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 18.560 17.890
1M High / 1M Low: 18.560 15.810
6M High / 6M Low: 18.560 9.830
High (YTD): 2024-07-29 18.560
Low (YTD): 2024-04-30 9.830
52W High: 2024-07-29 18.560
52W Low: 2023-11-28 6.930
Avg. price 1W:   18.160
Avg. volume 1W:   0.000
Avg. price 1M:   17.447
Avg. volume 1M:   0.000
Avg. price 6M:   13.663
Avg. volume 6M:   0.000
Avg. price 1Y:   11.502
Avg. volume 1Y:   0.000
Volatility 1M:   32.87%
Volatility 6M:   50.26%
Volatility 1Y:   72.18%
Volatility 3Y:   -