Soc. Generale Put 450 VRTX 20.09.2024
/ DE000SY0AT87
Soc. Generale Put 450 VRTX 20.09..../ DE000SY0AT87 /
| 2024-07-30 5:44:12 PM |
Chg.+0.050 |
Bid6:00:00 PM |
Ask6:00:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+7.25% |
0.740
Bid Size: 50,000 |
0.750
Ask Size: 50,000 |
Vertex Pharmaceutica... |
450.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SY0AT8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-63.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
-4.45 |
| Time value: |
0.72 |
| Break-even: |
408.73 |
| Moneyness: |
0.90 |
| Premium: |
0.11 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
-0.20 |
| Theta: |
-0.16 |
| Omega: |
-12.50 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.650 |
| High: |
0.740 |
| Low: |
0.640 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.90% |
| 1 Month |
|
|
-46.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.690 |
| 1M High / 1M Low: |
1.310 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.756 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.924 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
