Soc. Generale Call 360 VRTX 20.09.2024
/ DE000SW1Y282
Soc. Generale Call 360 VRTX 20.09.../ DE000SW1Y282 /
| 2024-07-30 9:49:34 AM |
Chg.+0.17 |
Bid11:42:05 AM |
Ask11:42:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.90EUR |
+1.34% |
12.89
Bid Size: 500 |
-
Ask Size: - |
Vertex Pharmaceutica... |
360.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1Y28 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 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: |
3.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.94 |
| Intrinsic value: |
12.77 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.21 |
| Parity: |
12.77 |
| Time value: |
0.32 |
| Break-even: |
463.64 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.10 |
| Omega: |
3.38 |
| Rho: |
0.44 |
Quote data
| Open: |
12.90 |
| High: |
12.90 |
| Low: |
12.90 |
| Previous Close: |
12.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.12% |
| 1 Month |
|
|
+17.70% |
| 3 Months |
|
|
+153.94% |
| YTD |
|
|
+75.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.73 |
11.98 |
| 1M High / 1M Low: |
12.73 |
10.44 |
| 6M High / 6M Low: |
12.73 |
5.08 |
| High (YTD): |
2024-07-29 |
12.73 |
| Low (YTD): |
2024-04-30 |
5.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.50% |
| Volatility 6M: |
|
75.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
