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Soc. Generale Call 450 VRTX 20.09.../  DE000SV41AC3  /

EUWAX
16/07/2024  08:39:12 Chg.+0.33 Bid12:03:58 Ask12:03:58 Underlying Strike price Expiration date Option type
4.93EUR +7.17% 5.18
Bid Size: 600		 5.44
Ask Size: 600		 Vertex Pharmaceutica... 450.00 USD 20/09/2024 Call
 

Master data

WKN: SV41AC
Issuer: Société Générale
Currency: EUR
Underlying: Vertex Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 450.00 USD
Maturity: 20/09/2024
Issue date: 04/05/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.90
Leverage: Yes

Calculated values

Fair value: 4.31
Intrinsic value: 3.75
Implied volatility: 0.35
Historic volatility: 0.21
Parity: 3.75
Time value: 1.31
Break-even: 463.51
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.17
Spread abs.: 0.05
Spread %: 1.00%
Delta: 0.76
Theta: -0.19
Omega: 6.74
Rho: 0.53
 

Quote data

Open: 4.93
High: 4.93
Low: 4.93
Previous Close: 4.60
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.59%
1 Month  
+11.29%
3 Months  
+226.49%
YTD  
+77.34%
1 Year  
+142.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.09 4.34
1M High / 1M Low: 5.09 3.47
6M High / 6M Low: 5.09 1.15
High (YTD): 12/07/2024 5.09
Low (YTD): 30/04/2024 1.15
52W High: 12/07/2024 5.09
52W Low: 01/12/2023 1.12
Avg. price 1W:   4.69
Avg. volume 1W:   0.00
Avg. price 1M:   4.03
Avg. volume 1M:   0.00
Avg. price 6M:   2.93
Avg. volume 6M:   0.00
Avg. price 1Y:   2.46
Avg. volume 1Y:   0.00
Volatility 1M:   127.48%
Volatility 6M:   132.98%
Volatility 1Y:   147.41%
Volatility 3Y:   -