OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
2024-05-31  2:24:40 PM Chg.+0.040 Bid3:02:28 PM Ask3:02:28 PM Underlying Strike price Expiration date Option type
1.550EUR +2.65% 1.560
Bid Size: 20,000		 1.580
Ask Size: 20,000		 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: 3.77
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 1.56
Implied volatility: 0.66
Historic volatility: 0.22
Parity: 1.56
Time value: 0.02
Break-even: 5.98
Moneyness: 1.36
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.28%
Delta: 0.98
Theta: 0.00
Omega: 3.69
Rho: 0.00
 

Quote data

Open: 1.510
High: 1.560
Low: 1.510
Previous Close: 1.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.43%
1 Month  
+8.39%
3 Months  
+30.25%
YTD  
+55.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.770 1.510
1M High / 1M Low: 1.940 1.430
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:   1.632
Avg. volume 1W:   0.000
Avg. price 1M:   1.703
Avg. volume 1M:   0.000
Avg. price 6M:   1.212
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.22%
Volatility 6M:   78.25%
Volatility 1Y:   -
Volatility 3Y:   -