Soc. Generale Call 480 VRTX 20.09.2024
/ DE000SU6C396
Soc. Generale Call 480 VRTX 20.09.../ DE000SU6C396 /
| 2024-07-30 8:42:01 AM |
Chg.+0.08 |
Bid10:35:14 AM |
Ask10:35:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.33EUR |
+2.46% |
3.39
Bid Size: 900 |
3.61
Ask Size: 900 |
Vertex Pharmaceutica... |
480.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU6C39 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.57 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
1.68 |
| Time value: |
1.74 |
| Break-even: |
477.86 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.04 |
| Spread %: |
1.18% |
| Delta: |
0.65 |
| Theta: |
-0.24 |
| Omega: |
8.77 |
| Rho: |
0.38 |
Quote data
| Open: |
3.33 |
| High: |
3.33 |
| Low: |
3.33 |
| Previous Close: |
3.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.12% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+382.61% |
| YTD |
|
|
+75.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.25 |
2.79 |
| 1M High / 1M Low: |
3.25 |
2.01 |
| 6M High / 6M Low: |
3.30 |
0.69 |
| High (YTD): |
2024-06-07 |
3.30 |
| Low (YTD): |
2024-04-30 |
0.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.67% |
| Volatility 6M: |
|
154.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
