Soc. Generale Put 500 VRTX 20.06.2025
/ DE000SY03XL0
Soc. Generale Put 500 VRTX 20.06..../ DE000SY03XL0 /
| 1/24/2025 8:47:09 AM |
Chg.-0.75 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.67EUR |
-10.11% |
-
Bid Size: - |
-
Ask Size: - |
Vertex Pharmaceutica... |
500.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
SY03XL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
5/30/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.01 |
| Intrinsic value: |
5.75 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
5.75 |
| Time value: |
1.27 |
| Break-even: |
406.23 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.07 |
| Spread %: |
1.01% |
| Delta: |
-0.67 |
| Theta: |
-0.09 |
| Omega: |
-3.98 |
| Rho: |
-1.40 |
Quote data
| Open: |
6.67 |
| High: |
6.67 |
| Low: |
6.67 |
| Previous Close: |
7.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.17% |
| 1 Month |
|
|
-35.31% |
| 3 Months |
|
|
+24.91% |
| YTD |
|
|
-26.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.10 |
6.67 |
| 1M High / 1M Low: |
9.50 |
6.67 |
| 6M High / 6M Low: |
11.29 |
3.84 |
| High (YTD): |
1/7/2025 |
9.50 |
| Low (YTD): |
1/24/2025 |
6.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.42% |
| Volatility 6M: |
|
151.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |