Soc. Generale Put 450 VRTX 17.01.2025
/ DE000SY01C98
Soc. Generale Put 450 VRTX 17.01..../ DE000SY01C98 /
| 2024-08-08 8:30:49 AM |
Chg.+0.01 |
Bid8:40:56 AM |
Ask8:40:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.71EUR |
+0.37% |
2.72
Bid Size: 1,200 |
2.97
Ask Size: 1,200 |
Vertex Pharmaceutica... |
450.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
SY01C9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-29 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
-1.45 |
| Time value: |
2.96 |
| Break-even: |
382.21 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.05 |
| Spread %: |
1.72% |
| Delta: |
-0.37 |
| Theta: |
-0.10 |
| Omega: |
-5.33 |
| Rho: |
-0.83 |
Quote data
| Open: |
2.71 |
| High: |
2.71 |
| Low: |
2.71 |
| Previous Close: |
2.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.63% |
| 1 Month |
|
|
+26.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.71 |
1.57 |
| 1M High / 1M Low: |
2.71 |
1.57 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
