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Soc. Generale Call 350 VRTX 20.09.../  DE000SQ80FA4  /

Frankfurt Zert./SG
2024-07-05  9:38:12 PM Chg.+0.570 Bid9:59:37 PM Ask- Underlying Strike price Expiration date Option type
11.910EUR +5.03% 11.970
Bid Size: 1,000		 -
Ask Size: -		 Vertex Pharmaceutica... 350.00 USD 2024-09-20 Call
 

Master data

WKN: SQ80FA
Issuer: Société Générale
Currency: EUR
Underlying: Vertex Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.68
Leverage: Yes

Calculated values

Fair value: 11.74
Intrinsic value: 11.49
Implied volatility: 0.43
Historic volatility: 0.21
Parity: 11.49
Time value: 0.41
Break-even: 441.89
Moneyness: 1.36
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.08
Omega: 3.52
Rho: 0.62
 

Quote data

Open: 11.400
High: 12.040
Low: 11.290
Previous Close: 11.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.08%
1 Month
  -9.29%
3 Months  
+64.28%
YTD  
+51.53%
1 Year  
+142.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.080 11.340
1M High / 1M Low: 13.210 11.090
6M High / 6M Low: 13.210 5.860
High (YTD): 2024-06-10 13.210
Low (YTD): 2024-04-30 5.860
52W High: 2024-06-10 13.210
52W Low: 2023-11-28 3.970
Avg. price 1W:   11.716
Avg. volume 1W:   0.000
Avg. price 1M:   12.115
Avg. volume 1M:   0.000
Avg. price 6M:   9.066
Avg. volume 6M:   0.000
Avg. price 1Y:   7.318
Avg. volume 1Y:   0.000
Volatility 1M:   55.01%
Volatility 6M:   71.31%
Volatility 1Y:   100.15%
Volatility 3Y:   -