Soc. Generale Put 450 VRTX 21.03.2025
/ DE000SU6QSW2
Soc. Generale Put 450 VRTX 21.03..../ DE000SU6QSW2 /
| 1/24/2025 9:27:00 AM |
Chg.-0.58 |
Bid7:22:06 PM |
Ask7:22:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.43EUR |
-19.27% |
2.64
Bid Size: 30,000 |
2.70
Ask Size: 30,000 |
Vertex Pharmaceutica... |
450.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
SU6QSW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
1/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
0.99 |
| Time value: |
1.71 |
| Break-even: |
405.04 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.06 |
| Spread %: |
2.27% |
| Delta: |
-0.53 |
| Theta: |
-0.18 |
| Omega: |
-8.28 |
| Rho: |
-0.38 |
Quote data
| Open: |
2.43 |
| High: |
2.43 |
| Low: |
2.43 |
| Previous Close: |
3.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.17% |
| 1 Month |
|
|
-57.07% |
| 3 Months |
|
|
-11.64% |
| YTD |
|
|
-47.06% |
| 1 Year |
|
|
-54.58% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.93 |
2.98 |
| 1M High / 1M Low: |
4.99 |
2.98 |
| 6M High / 6M Low: |
6.81 |
1.65 |
| High (YTD): |
1/7/2025 |
4.99 |
| Low (YTD): |
1/22/2025 |
2.98 |
| 52W High: |
12/19/2024 |
6.81 |
| 52W Low: |
11/11/2024 |
1.65 |
| Avg. price 1W: |
|
3.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.83 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
107.39% |
| Volatility 6M: |
|
237.87% |
| Volatility 1Y: |
|
177.49% |
| Volatility 3Y: |
|
- |