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

EUWAX
6/28/2024  8:38:12 AM Chg.-0.07 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
3.84EUR -1.79% -
Bid Size: -		 -
Ask Size: -		 Vertex Pharmaceutica... 450.00 USD 9/20/2024 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: 9/20/2024
Issue date: 5/4/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.70
Leverage: Yes

Calculated values

Fair value: 2.98
Intrinsic value: 1.75
Implied volatility: 0.32
Historic volatility: 0.21
Parity: 1.75
Time value: 1.99
Break-even: 457.41
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.22
Spread abs.: 0.05
Spread %: 1.36%
Delta: 0.66
Theta: -0.17
Omega: 7.67
Rho: 0.57
 

Quote data

Open: 3.84
High: 3.84
Low: 3.84
Previous Close: 3.91
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.79%
1 Month  
+51.78%
3 Months  
+59.34%
YTD  
+38.13%
1 Year  
+74.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.14 3.72
1M High / 1M Low: 5.06 2.53
6M High / 6M Low: 5.06 1.15
High (YTD): 6/7/2024 5.06
Low (YTD): 4/30/2024 1.15
52W High: 6/7/2024 5.06
52W Low: 12/1/2023 1.12
Avg. price 1W:   3.89
Avg. volume 1W:   0.00
Avg. price 1M:   4.05
Avg. volume 1M:   0.00
Avg. price 6M:   2.87
Avg. volume 6M:   0.00
Avg. price 1Y:   2.36
Avg. volume 1Y:   0.00
Volatility 1M:   158.52%
Volatility 6M:   131.51%
Volatility 1Y:   147.16%
Volatility 3Y:   -