Soc. Generale Put 490 VRTX 21.03.2025
/ DE000SJ1UFN6
Soc. Generale Put 490 VRTX 21.03..../ DE000SJ1UFN6 /
| 1/24/2025 9:48:31 AM |
Chg.-0.110 |
Bid12:21:54 PM |
Ask12:21:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-18.33% |
0.520
Bid Size: 7,000 |
0.570
Ask Size: 7,000 |
Vertex Pharmaceutica... |
490.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
SJ1UFN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
490.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
10/28/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-7.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
0.48 |
| Time value: |
0.05 |
| Break-even: |
417.44 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
-0.77 |
| Theta: |
-0.12 |
| Omega: |
-6.15 |
| Rho: |
-0.58 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.99% |
| 1 Month |
|
|
-43.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
-35.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.590 |
| 1M High / 1M Low: |
0.820 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.820 |
| Low (YTD): |
1/22/2025 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.634 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.724 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |