Soc. Generale Call 440 VRTX 20.09.2024
/ DE000SW3WLM1
Soc. Generale Call 440 VRTX 20.09.../ DE000SW3WLM1 /
| 9/6/2024 9:28:06 AM |
Chg.-0.80 |
Bid11:51:43 AM |
Ask11:51:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.51EUR |
-24.17% |
2.67
Bid Size: 1,200 |
3.19
Ask Size: 1,200 |
Vertex Pharmaceutica... |
440.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW3WLM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/25/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.67 |
| Intrinsic value: |
2.57 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.21 |
| Parity: |
2.57 |
| Time value: |
0.42 |
| Break-even: |
425.90 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.07 |
| Spread %: |
2.40% |
| Delta: |
0.81 |
| Theta: |
-0.35 |
| Omega: |
11.37 |
| Rho: |
0.12 |
Quote data
| Open: |
2.51 |
| High: |
2.51 |
| Low: |
2.51 |
| Previous Close: |
3.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.60% |
| 1 Month |
|
|
-42.43% |
| 3 Months |
|
|
-54.77% |
| YTD |
|
|
-16.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.59 |
3.31 |
| 1M High / 1M Low: |
4.59 |
3.09 |
| 6M High / 6M Low: |
6.49 |
1.36 |
| High (YTD): |
7/31/2024 |
6.49 |
| Low (YTD): |
4/30/2024 |
1.36 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.63% |
| Volatility 6M: |
|
131.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
