OverviewChartNewsTraderScreen

Soc. Generale Call 460 VRTX 21.06.../  DE000SU0WKT6  /

Frankfurt Zert./SG
2024-06-14  9:47:35 PM Chg.+0.170 Bid9:59:59 PM Ask2024-06-14 Underlying Strike price Expiration date Option type
2.050EUR +9.04% 2.020
Bid Size: 1,500		 -
Ask Size: -		 Vertex Pharmaceutica... 460.00 USD 2024-06-21 Call
 

Master data

WKN: SU0WKT
Issuer: Société Générale
Currency: EUR
Underlying: Vertex Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 460.00 USD
Maturity: 2024-06-21
Issue date: 2023-10-18
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.38
Leverage: Yes

Calculated values

Fair value: 1.99
Intrinsic value: 1.94
Implied volatility: 0.33
Historic volatility: 0.21
Parity: 1.94
Time value: 0.16
Break-even: 450.71
Moneyness: 1.05
Premium: 0.00
Premium p.a.: 0.25
Spread abs.: 0.11
Spread %: 5.53%
Delta: 0.86
Theta: -0.39
Omega: 18.39
Rho: 0.06
 

Quote data

Open: 1.640
High: 2.140
Low: 1.440
Previous Close: 1.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.33%
1 Month  
+301.96%
3 Months  
+127.78%
YTD  
+31.41%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.470 1.680
1M High / 1M Low: 2.560 0.390
6M High / 6M Low: 2.790 0.250
High (YTD): 2024-01-16 2.790
Low (YTD): 2024-05-07 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   2.072
Avg. volume 1W:   0.000
Avg. price 1M:   1.300
Avg. volume 1M:   0.000
Avg. price 6M:   1.319
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   519.80%
Volatility 6M:   275.04%
Volatility 1Y:   -
Volatility 3Y:   -