Soc. Generale Call 580 VRTX 20.09.2024
/ DE000SY1VT08
Soc. Generale Call 580 VRTX 20.09.../ DE000SY1VT08 /
| 7/16/2024 10:19:03 AM |
Chg.+0.060 |
Bid3:53:44 PM |
Ask3:53:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+17.14% |
0.430
Bid Size: 50,000 |
0.440
Ask Size: 50,000 |
Vertex Pharmaceutica... |
580.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SY1VT0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
580.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
6/17/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
109.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
-8.18 |
| Time value: |
0.41 |
| Break-even: |
536.29 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
1.63 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
0.14 |
| Theta: |
-0.11 |
| Omega: |
15.12 |
| Rho: |
0.10 |
Quote data
| Open: |
0.380 |
| High: |
0.410 |
| Low: |
0.380 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+156.25% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.160 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
