Soc. Generale Call 350 VRTX 20.09.2024
/ DE000SQ80FA4
Soc. Generale Call 350 VRTX 20.09.../ DE000SQ80FA4 /
30/07/2024 09:54:02 |
Chg.+0.16 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
13.75EUR |
+1.18% |
- Bid Size: - |
- Ask Size: - |
Vertex Pharmaceutica... |
350.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
13/02/2023 |
Last trading day: |
19/09/2024 |
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 |
|
|
+6.92% |
1 Month |
|
|
+16.13% |
3 Months |
|
|
+139.55% |
YTD |
|
|
+73.17% |
1 Year |
|
|
+152.76% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.75 |
12.86 |
1M High / 1M Low: |
13.75 |
11.32 |
6M High / 6M Low: |
13.75 |
5.63 |
High (YTD): |
30/07/2024 |
13.75 |
Low (YTD): |
11/04/2024 |
5.63 |
52W High: |
30/07/2024 |
13.75 |
52W Low: |
28/11/2023 |
3.93 |
Avg. price 1W: |
|
13.31 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
12.64 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
9.30 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
7.70 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
45.17% |
Volatility 6M: |
|
73.19% |
Volatility 1Y: |
|
92.18% |
Volatility 3Y: |
|
- |