Soc. Generale Call 440 VRTX 21.06.2024
/ DE000SV9VF51
Soc. Generale Call 440 VRTX 21.06.../ DE000SV9VF51 /
| 2024-05-22 1:28:49 PM |
Chg.-0.19 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
-13.38% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
440.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SV9VF5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-18 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.18 |
| Time value: |
1.19 |
| Break-even: |
419.08 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.04 |
| Spread %: |
3.01% |
| Delta: |
0.56 |
| Theta: |
-0.22 |
| Omega: |
16.52 |
| Rho: |
0.17 |
Quote data
| Open: |
1.24 |
| High: |
1.24 |
| Low: |
1.23 |
| Previous Close: |
1.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.84% |
| 1 Month |
|
|
+95.24% |
| 3 Months |
|
|
-45.58% |
| YTD |
|
|
-44.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.09 |
| 1M High / 1M Low: |
1.42 |
0.42 |
| 6M High / 6M Low: |
3.85 |
0.42 |
| High (YTD): |
2024-01-22 |
3.85 |
| Low (YTD): |
2024-04-30 |
0.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
300.31% |
| Volatility 6M: |
|
235.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
