Soc. Generale Put 500 VRTX 21.03.2025
/ DE000SY7YVW4
Soc. Generale Put 500 VRTX 21.03..../ DE000SY7YVW4 /
| 1/24/2025 9:42:44 PM |
Chg.+0.150 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.180EUR |
+2.49% |
6.190
Bid Size: 1,000 |
6.270
Ask Size: 1,000 |
Vertex Pharmaceutica... |
500.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
SY7YVW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
8/28/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.79 |
| Intrinsic value: |
5.79 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
5.79 |
| Time value: |
0.51 |
| Break-even: |
417.04 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
1.45% |
| Delta: |
-0.78 |
| Theta: |
-0.13 |
| Omega: |
-5.24 |
| Rho: |
-0.60 |
Quote data
| Open: |
5.890 |
| High: |
6.320 |
| Low: |
5.830 |
| Previous Close: |
6.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.16% |
| 1 Month |
|
|
-34.74% |
| 3 Months |
|
|
+27.69% |
| YTD |
|
|
-28.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.740 |
6.030 |
| 1M High / 1M Low: |
9.580 |
6.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
9.580 |
| Low (YTD): |
1/23/2025 |
6.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.331 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |