Soc. Generale Call 340 VRTX 21.03.2025
/ DE000SW9CZ82
Soc. Generale Call 340 VRTX 21.03.../ DE000SW9CZ82 /
| 1/24/2025 6:38:27 PM |
Chg.-0.250 |
Bid7:38:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.960EUR |
-2.45% |
9.950
Bid Size: 15,000 |
-
Ask Size: - |
Vertex Pharmaceutica... |
340.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SW9CZ8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
4/22/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.72 |
| Intrinsic value: |
9.57 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.23 |
| Parity: |
9.57 |
| Time value: |
0.45 |
| Break-even: |
426.63 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-0.13 |
| Omega: |
3.89 |
| Rho: |
0.44 |
Quote data
| Open: |
9.640 |
| High: |
9.990 |
| Low: |
9.510 |
| Previous Close: |
10.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.28% |
| 1 Month |
|
|
+38.53% |
| 3 Months |
|
|
-25.56% |
| YTD |
|
|
+34.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
10.210 |
8.430 |
| 1M High / 1M Low: |
10.210 |
6.770 |
| 6M High / 6M Low: |
17.290 |
6.770 |
| High (YTD): |
1/23/2025 |
10.210 |
| Low (YTD): |
1/6/2025 |
6.770 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.092 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.033 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
12.791 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.67% |
| Volatility 6M: |
|
99.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |