Soc. Generale Call 430 VRTX 20.09.2024
/ DE000SW9PX22
Soc. Generale Call 430 VRTX 20.09.../ DE000SW9PX22 /
06/09/2024 09:47:27 |
Chg.-0.080 |
Bid14:11:01 |
Ask14:11:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
-20.00% |
0.340 Bid Size: 8,900 |
0.420 Ask Size: 8,900 |
Vertex Pharmaceutica... |
430.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
29/04/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
11.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.35 |
Implied volatility: |
0.44 |
Historic volatility: |
0.21 |
Parity: |
0.35 |
Time value: |
0.03 |
Break-even: |
425.00 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.01 |
Spread %: |
2.70% |
Delta: |
0.86 |
Theta: |
-0.32 |
Omega: |
9.50 |
Rho: |
0.12 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.320 |
Previous Close: |
0.400 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-38.46% |
1 Month |
|
|
-38.46% |
3 Months |
|
|
-47.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.390 |
1M High / 1M Low: |
0.570 |
0.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.482 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.458 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
173.28% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |