Soc. Generale Call 430 VRTX 20.09.2024
/ DE000SW9PX22
Soc. Generale Call 430 VRTX 20.09.../ DE000SW9PX22 /
7/30/2024 9:59:51 AM |
Chg.+0.010 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.690EUR |
+1.47% |
- Bid Size: - |
- Ask Size: - |
Vertex Pharmaceutica... |
430.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
SW9PX2 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Vertex Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
430.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
4/29/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
6.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.63 |
Implied volatility: |
0.42 |
Historic volatility: |
0.21 |
Parity: |
0.63 |
Time value: |
0.08 |
Break-even: |
468.44 |
Moneyness: |
1.16 |
Premium: |
0.02 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
1.43% |
Delta: |
0.85 |
Theta: |
-0.19 |
Omega: |
5.52 |
Rho: |
0.46 |
Quote data
Open: |
0.690 |
High: |
0.690 |
Low: |
0.690 |
Previous Close: |
0.680 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.11% |
1 Month |
|
|
+32.69% |
3 Months |
|
|
+331.25% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.610 |
1M High / 1M Low: |
0.690 |
0.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.654 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.598 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |