Soc. Generale Call 300 VRTX 21.03.2025
/ DE000SW3PPP9
Soc. Generale Call 300 VRTX 21.03.../ DE000SW3PPP9 /
| 2024-06-21 8:27:10 AM |
Chg.+0.29 |
Bid11:48:39 AM |
Ask11:48:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 17.15EUR |
+1.72% |
17.46
Bid Size: 500 |
-
Ask Size: - |
Vertex Pharmaceutica... |
300.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW3PPP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
16.76 |
| Intrinsic value: |
16.01 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.21 |
| Parity: |
16.01 |
| Time value: |
1.45 |
| Break-even: |
454.82 |
| Moneyness: |
1.57 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-0.07 |
| Omega: |
2.33 |
| Rho: |
1.73 |
Quote data
| Open: |
17.15 |
| High: |
17.15 |
| Low: |
17.15 |
| Previous Close: |
16.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.76% |
| 1 Month |
|
|
+15.26% |
| 3 Months |
|
|
+37.20% |
| YTD |
|
|
+34.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
18.06 |
16.66 |
| 1M High / 1M Low: |
18.24 |
14.62 |
| 6M High / 6M Low: |
18.24 |
10.92 |
| High (YTD): |
2024-06-11 |
18.24 |
| Low (YTD): |
2024-04-30 |
10.92 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
17.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
16.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
13.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.09% |
| Volatility 6M: |
|
46.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
