Soc. Generale Call 340 VRTX 20.09.2024
/ DE000SW1Y274
Soc. Generale Call 340 VRTX 20.09.../ DE000SW1Y274 /
7/24/2024 9:45:08 AM |
Chg.-0.52 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
13.76EUR |
-3.64% |
- Bid Size: - |
- Ask Size: - |
Vertex Pharmaceutica... |
340.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
SW1Y27 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Vertex Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
340.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
8/7/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
14.03 |
Intrinsic value: |
13.85 |
Implied volatility: |
0.55 |
Historic volatility: |
0.21 |
Parity: |
13.85 |
Time value: |
0.34 |
Break-even: |
455.27 |
Moneyness: |
1.44 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.96 |
Theta: |
-0.10 |
Omega: |
3.07 |
Rho: |
0.47 |
Quote data
Open: |
13.76 |
High: |
13.76 |
Low: |
13.76 |
Previous Close: |
14.28 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.38% |
1 Month |
|
|
+6.34% |
3 Months |
|
|
+92.18% |
YTD |
|
|
+58.53% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.28 |
13.44 |
1M High / 1M Low: |
14.32 |
12.19 |
6M High / 6M Low: |
14.32 |
6.50 |
High (YTD): |
7/12/2024 |
14.32 |
Low (YTD): |
4/30/2024 |
6.50 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
13.80 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
13.30 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
9.99 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
54.78% |
Volatility 6M: |
|
67.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |