Soc. Generale Call 540 VRTX 20.09.2024
/ DE000SU7GDE1
Soc. Generale Call 540 VRTX 20.09.../ DE000SU7GDE1 /
| 2024-07-30 5:39:19 PM |
Chg.+0.040 |
Bid5:44:54 PM |
Ask5:44:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
+3.96% |
1.070
Bid Size: 50,000 |
1.090
Ask Size: 50,000 |
Vertex Pharmaceutica... |
540.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU7GDE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
46.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
-3.87 |
| Time value: |
1.00 |
| Break-even: |
509.11 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.02 |
| Spread %: |
2.04% |
| Delta: |
0.29 |
| Theta: |
-0.20 |
| Omega: |
13.54 |
| Rho: |
0.18 |
Quote data
| Open: |
0.950 |
| High: |
1.090 |
| Low: |
0.940 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.05% |
| 1 Month |
|
|
+56.72% |
| 3 Months |
|
|
+250.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.820 |
| 1M High / 1M Low: |
1.040 |
0.550 |
| 6M High / 6M Low: |
1.530 |
0.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.808 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.701 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.35% |
| Volatility 6M: |
|
224.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
