Soc. Generale Call 520 VRTX 20.09.2024
/ DE000SU6VTB4
Soc. Generale Call 520 VRTX 20.09.../ DE000SU6VTB4 /
| 2024-07-05 9:38:27 PM |
Chg.+0.080 |
Bid9:58:30 PM |
Ask9:58:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+9.30% |
0.950
Bid Size: 3,200 |
0.970
Ask Size: 3,200 |
Vertex Pharmaceutica... |
520.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU6VTB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
46.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
-4.19 |
| Time value: |
0.95 |
| Break-even: |
489.23 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.02 |
| Spread %: |
2.15% |
| Delta: |
0.28 |
| Theta: |
-0.14 |
| Omega: |
13.07 |
| Rho: |
0.24 |
Quote data
| Open: |
0.890 |
| High: |
1.000 |
| Low: |
0.840 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.08% |
| 1 Month |
|
|
-44.38% |
| 3 Months |
|
|
+34.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.860 |
| 1M High / 1M Low: |
1.690 |
0.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.936 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.121 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
