Soc. Generale Call 460 VRTX 21.03.2025
/ DE000SW7LCQ5
Soc. Generale Call 460 VRTX 21.03.../ DE000SW7LCQ5 /
| 1/24/2025 8:27:02 AM |
Chg.+0.37 |
Bid7:01:46 PM |
Ask7:01:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
+36.63% |
1.60
Bid Size: 40,000 |
1.64
Ask Size: 40,000 |
Vertex Pharmaceutica... |
460.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SW7LCQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
3/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
-1.95 |
| Time value: |
1.59 |
| Break-even: |
457.54 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.04 |
| Spread %: |
2.58% |
| Delta: |
0.41 |
| Theta: |
-0.21 |
| Omega: |
10.89 |
| Rho: |
0.24 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.65% |
| 1 Month |
|
|
+43.75% |
| 3 Months |
|
|
-71.07% |
| YTD |
|
|
+40.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.01 |
0.89 |
| 1M High / 1M Low: |
1.09 |
0.70 |
| 6M High / 6M Low: |
8.04 |
0.70 |
| High (YTD): |
1/16/2025 |
1.09 |
| Low (YTD): |
1/7/2025 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.74% |
| Volatility 6M: |
|
174.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |