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Soc. Generale Call 350 VRTX 21.06.../  DE000SQ4F0E5  /

EUWAX
2024-05-22  8:54:27 AM Chg.-0.26 Bid6:19:29 PM Ask6:19:29 PM Underlying Strike price Expiration date Option type
8.41EUR -3.00% 9.22
Bid Size: 20,000		 -
Ask Size: -		 Vertex Pharmaceutica... 350.00 USD 2024-06-21 Call
 

Master data

WKN: SQ4F0E
Issuer: Société Générale
Currency: EUR
Underlying: Vertex Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 350.00 USD
Maturity: 2024-06-21
Issue date: 2022-11-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.69
Leverage: Yes

Calculated values

Fair value: 8.58
Intrinsic value: 8.48
Implied volatility: 0.51
Historic volatility: 0.21
Parity: 8.48
Time value: 0.21
Break-even: 409.36
Moneyness: 1.26
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.12
Omega: 4.48
Rho: 0.25
 

Quote data

Open: 8.41
High: 8.41
Low: 8.41
Previous Close: 8.67
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.79%
1 Month  
+67.20%
3 Months  
+14.27%
YTD  
+17.46%
1 Year  
+62.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.67 7.14
1M High / 1M Low: 8.67 4.72
6M High / 6M Low: 10.11 3.20
High (YTD): 2024-01-30 10.11
Low (YTD): 2024-04-30 4.72
52W High: 2024-01-30 10.11
52W Low: 2023-11-28 3.20
Avg. price 1W:   8.09
Avg. volume 1W:   0.00
Avg. price 1M:   6.16
Avg. volume 1M:   0.00
Avg. price 6M:   6.68
Avg. volume 6M:   0.00
Avg. price 1Y:   5.67
Avg. volume 1Y:   0.00
Volatility 1M:   87.87%
Volatility 6M:   140.12%
Volatility 1Y:   118.45%
Volatility 3Y:   -