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

Frankfurt Zert./SG
2024-06-04  9:52:20 AM Chg.-0.020 Bid9:56:00 AM Ask9:56:00 AM Underlying Strike price Expiration date Option type
1.500EUR -1.32% 1.490
Bid Size: 20,000		 1.500
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: 1.56
Intrinsic value: 1.55
Implied volatility: 0.82
Historic volatility: 0.22
Parity: 1.55
Time value: 0.03
Break-even: 5.98
Moneyness: 1.35
Premium: 0.00
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.28%
Delta: 0.96
Theta: 0.00
Omega: 3.62
Rho: 0.00
 

Quote data

Open: 1.520
High: 1.520
Low: 1.500
Previous Close: 1.520
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.23%
1 Month  
+0.67%
3 Months  
+78.57%
YTD  
+50.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.590 1.510
1M High / 1M Low: 1.940 1.510
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:   1.540
Avg. volume 1W:   0.000
Avg. price 1M:   1.720
Avg. volume 1M:   0.000
Avg. price 6M:   1.222
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.27%
Volatility 6M:   78.14%
Volatility 1Y:   -
Volatility 3Y:   -