Soc. Generale Put 550 VRTX 20.06.2025
/ DE000SY77VQ7
Soc. Generale Put 550 VRTX 20.06..../ DE000SY77VQ7 /
| 24/01/2025 08:26:05 |
Chg.-1.01 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.61EUR |
-8.69% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
550.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
SY77VQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
550.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
03/09/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.52 |
| Intrinsic value: |
10.52 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
10.52 |
| Time value: |
0.52 |
| Break-even: |
413.67 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.09 |
| Spread %: |
0.82% |
| Delta: |
-0.78 |
| Theta: |
-0.07 |
| Omega: |
-2.97 |
| Rho: |
-1.75 |
Quote data
| Open: |
10.61 |
| High: |
10.61 |
| Low: |
10.61 |
| Previous Close: |
11.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.62% |
| 1 Month |
|
|
-27.43% |
| 3 Months |
|
|
+29.08% |
| YTD |
|
|
-21.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
12.51 |
10.61 |
| 1M High / 1M Low: |
13.88 |
10.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/01/2025 |
13.88 |
| Low (YTD): |
24/01/2025 |
10.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
12.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |