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

EUWAX
2024-07-30  9:54:02 AM Chg.+0.16 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
13.75EUR +1.18% -
Bid Size: -		 -
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: 3.29
Leverage: Yes

Calculated values

Fair value: 13.86
Intrinsic value: 13.69
Implied volatility: 0.54
Historic volatility: 0.21
Parity: 13.69
Time value: 0.29
Break-even: 463.30
Moneyness: 1.42
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.09
Omega: 3.19
Rho: 0.44
 

Quote data

Open: 13.75
High: 13.75
Low: 13.75
Previous Close: 13.59
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.92%
1 Month  
+16.13%
3 Months  
+139.55%
YTD  
+73.17%
1 Year  
+145.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.59 12.86
1M High / 1M Low: 13.59 11.32
6M High / 6M Low: 13.59 5.63
High (YTD): 2024-07-29 13.59
Low (YTD): 2024-04-11 5.63
52W High: 2024-07-29 13.59
52W Low: 2023-11-28 3.93
Avg. price 1W:   13.24
Avg. volume 1W:   0.00
Avg. price 1M:   12.58
Avg. volume 1M:   0.00
Avg. price 6M:   9.28
Avg. volume 6M:   0.00
Avg. price 1Y:   7.67
Avg. volume 1Y:   0.00
Volatility 1M:   46.33%
Volatility 6M:   74.64%
Volatility 1Y:   92.36%
Volatility 3Y:   -