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Soc. Generale Call 4.4 Aegon Ltd..../  DE000SW28DU4  /

Frankfurt Zert./SG
2024-06-07  9:49:33 PM Chg.+0.030 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
1.500EUR +2.04% 1.500
Bid Size: 2,000		 1.590
Ask Size: 2,000		 AEGON NV (DEMAT.) ... 4.40 EUR 2024-06-21 Call
 

Master data

WKN: SW28DU
Issuer: Société Générale
Currency: EUR
Underlying: AEGON NV (DEMAT.) EO-12
Type: Warrant
Option type: Call
Strike price: 4.40 EUR
Maturity: 2024-06-21
Issue date: 2023-09-08
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.76
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 1.50
Implied volatility: 1.26
Historic volatility: 0.21
Parity: 1.50
Time value: 0.07
Break-even: 5.97
Moneyness: 1.34
Premium: 0.01
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 0.64%
Delta: 0.91
Theta: -0.01
Omega: 3.43
Rho: 0.00
 

Quote data

Open: 1.460
High: 1.570
Low: 1.460
Previous Close: 1.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.96%
1 Month
  -7.98%
3 Months  
+47.06%
YTD  
+50.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.520 1.420
1M High / 1M Low: 1.940 1.420
6M High / 6M Low: 1.940 0.840
High (YTD): 2024-05-20 1.940
Low (YTD): 2024-03-04 0.840
52W High: - -
52W Low: - -
Avg. price 1W:   1.476
Avg. volume 1W:   0.000
Avg. price 1M:   1.686
Avg. volume 1M:   0.000
Avg. price 6M:   1.241
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   63.98%
Volatility 6M:   78.96%
Volatility 1Y:   -
Volatility 3Y:   -