Soc. Generale Call 460 VRTX 20.09.2024
/ DE000SU0WKU4
Soc. Generale Call 460 VRTX 20.09.../ DE000SU0WKU4 /
| 7/30/2024 8:42:47 AM |
Chg.+0.13 |
Bid10:33:38 AM |
Ask10:33:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.66EUR |
+2.87% |
4.73
Bid Size: 700 |
4.98
Ask Size: 700 |
Vertex Pharmaceutica... |
460.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SU0WKU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/18/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.00 |
| Intrinsic value: |
3.53 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
3.53 |
| Time value: |
1.23 |
| Break-even: |
472.77 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.05 |
| Spread %: |
1.06% |
| Delta: |
0.75 |
| Theta: |
-0.22 |
| Omega: |
7.27 |
| Rho: |
0.43 |
Quote data
| Open: |
4.66 |
| High: |
4.66 |
| Low: |
4.66 |
| Previous Close: |
4.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.88% |
| 1 Month |
|
|
+44.27% |
| 3 Months |
|
|
+395.74% |
| YTD |
|
|
+90.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.53 |
4.00 |
| 1M High / 1M Low: |
4.53 |
2.96 |
| 6M High / 6M Low: |
4.53 |
0.94 |
| High (YTD): |
7/29/2024 |
4.53 |
| Low (YTD): |
4/30/2024 |
0.94 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.59 |
| Avg. volume 6M: |
|
9.32 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.10% |
| Volatility 6M: |
|
142.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
