Soc. Generale Call 340 VRTX 20.09.2024
/ DE000SW1Y274
Soc. Generale Call 340 VRTX 20.09.../ DE000SW1Y274 /
21/06/2024 09:35:59 |
Chg.+0.45 |
Bid16:05:05 |
Ask16:05:05 |
Underlying |
Strike price |
Expiration date |
Option type |
12.52EUR |
+3.73% |
12.57 Bid Size: 20,000 |
- Ask Size: - |
Vertex Pharmaceutica... |
340.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
SW1Y27 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Vertex Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
340.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
07/08/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.56 |
Intrinsic value: |
12.27 |
Implied volatility: |
0.44 |
Historic volatility: |
0.21 |
Parity: |
12.27 |
Time value: |
0.51 |
Break-even: |
445.38 |
Moneyness: |
1.39 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.95 |
Theta: |
-0.08 |
Omega: |
3.27 |
Rho: |
0.72 |
Quote data
Open: |
12.52 |
High: |
12.52 |
Low: |
12.52 |
Previous Close: |
12.07 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.28% |
1 Month |
|
|
+21.44% |
3 Months |
|
|
+55.14% |
YTD |
|
|
+44.24% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.20 |
12.07 |
1M High / 1M Low: |
13.72 |
9.94 |
6M High / 6M Low: |
13.72 |
6.50 |
High (YTD): |
11/06/2024 |
13.72 |
Low (YTD): |
30/04/2024 |
6.50 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
12.62 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
11.94 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
9.33 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
76.87% |
Volatility 6M: |
|
66.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |