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Soc. Generale Call 400 VRTX 21.03.../  DE000SW3PU13  /

Frankfurt Zert./SG
1/24/2025  6:48:50 PM Chg.-0.110 Bid7:30:54 PM Ask7:30:54 PM Underlying Strike price Expiration date Option type
4.980EUR -2.16% 4.960
Bid Size: 20,000		 5.040
Ask Size: 20,000		 Vertex Pharmaceutica... 400.00 USD 3/21/2025 Call
 

Master data

WKN: SW3PU1
Issuer: Société Générale
Currency: EUR
Underlying: Vertex Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 400.00 USD
Maturity: 3/21/2025
Issue date: 9/19/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.43
Leverage: Yes

Calculated values

Fair value: 4.24
Intrinsic value: 3.81
Implied volatility: 0.40
Historic volatility: 0.23
Parity: 3.81
Time value: 1.20
Break-even: 434.13
Moneyness: 1.10
Premium: 0.03
Premium p.a.: 0.20
Spread abs.: 0.08
Spread %: 1.62%
Delta: 0.76
Theta: -0.21
Omega: 6.40
Rho: 0.41
 

Quote data

Open: 4.590
High: 5.020
Low: 4.500
Previous Close: 5.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+29.69%
1 Month  
+65.45%
3 Months
  -43.86%
YTD  
+60.65%
1 Year
  -37.20%
3 Years     -
5 Years     -
1W High / 1W Low: 5.090 3.420
1M High / 1M Low: 5.090 2.630
6M High / 6M Low: 12.390 2.630
High (YTD): 1/23/2025 5.090
Low (YTD): 1/6/2025 2.630
52W High: 11/8/2024 12.390
52W Low: 1/6/2025 2.630
Avg. price 1W:   4.064
Avg. volume 1W:   0.000
Avg. price 1M:   3.441
Avg. volume 1M:   0.000
Avg. price 6M:   8.246
Avg. volume 6M:   0.000
Avg. price 1Y:   8.056
Avg. volume 1Y:   0.000
Volatility 1M:   207.11%
Volatility 6M:   143.66%
Volatility 1Y:   112.89%
Volatility 3Y:   -