Soc. Generale Call 320 VRTX 20.09.2024
/ DE000SW1Y266
Soc. Generale Call 320 VRTX 20.09.../ DE000SW1Y266 /
| 2024-07-05 9:45:27 AM |
Chg.+0.08 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.05EUR |
+0.57% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
320.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1Y26 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.48 |
| Intrinsic value: |
14.26 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.21 |
| Parity: |
14.26 |
| Time value: |
0.30 |
| Break-even: |
440.82 |
| Moneyness: |
1.48 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.06 |
| Omega: |
2.94 |
| Rho: |
0.59 |
Quote data
| Open: |
14.05 |
| High: |
14.05 |
| Low: |
14.05 |
| Previous Close: |
13.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.24% |
| 1 Month |
|
|
-8.77% |
| 3 Months |
|
|
+57.16% |
| YTD |
|
|
+39.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.48 |
13.97 |
| 1M High / 1M Low: |
15.48 |
13.84 |
| 6M High / 6M Low: |
15.48 |
7.93 |
| High (YTD): |
2024-06-11 |
15.48 |
| Low (YTD): |
2024-04-11 |
7.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
14.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
14.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.30% |
| Volatility 6M: |
|
60.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
