Context. The new planet finder for the Very Large Telescope (VLT), the Spectro-Polarimetric High-contrast Exoplanet REsearch (SPHERE), just had its first light in Paranal. A dedicated instrument for the direct detection of planets, SPHERE, is composed of a polametric camera in visible light, the Zurich IMager POLarimeter (ZIMPOL), and two near-infrared sub-systems: the Infra-Red Dual-beam Imager and Spectrograph (IRDIS), a multi-purpose camera for imaging, polarimetry, and long-slit spectroscopy, and the integral field spectrograph (IFS), an integral field spectrograph. Aims. We present the results obtained from the analysis of data taken during the laboratory integration and validation phase, after the injection of synthetic planets. Since...