Soc. Generale Call 480 VRTX 20.09.2024
/ DE000SW7ZYT3
Soc. Generale Call 480 VRTX 20.09.../ DE000SW7ZYT3 /
| 17/09/2024 08:48:18 |
Chg.+0.016 |
Bid14:53:32 |
Ask14:53:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.084EUR |
+23.53% |
0.097
Bid Size: 10,000 |
0.150
Ask Size: 10,000 |
Vertex Pharmaceutica... |
480.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SW7ZYT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
20/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
36.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.21 |
| Parity: |
0.08 |
| Time value: |
0.04 |
| Break-even: |
443.29 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
1.64 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.70 |
| Theta: |
-1.04 |
| Omega: |
25.59 |
| Rho: |
0.02 |
Quote data
| Open: |
0.084 |
| High: |
0.084 |
| Low: |
0.084 |
| Previous Close: |
0.068 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+115.38% |
| 1 Month |
|
|
-23.64% |
| 3 Months |
|
|
-70.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.068 |
0.036 |
| 1M High / 1M Low: |
0.210 |
0.036 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.049 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.111 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
435.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
