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Soc. Generale Call 4.5 Aegon Ltd..../  DE000SV6EGB6  /

Frankfurt Zert./SG
2024-05-31  9:36:03 PM Chg.+0.010 Bid9:52:05 PM Ask9:52:05 PM Underlying Strike price Expiration date Option type
1.420EUR +0.71% 1.440
Bid Size: 2,100		 1.530
Ask Size: 2,100		 AEGON NV (DEMAT.) ... 4.50 EUR 2024-06-21 Call
 

Master data

WKN: SV6EGB
Issuer: Société Générale
Currency: EUR
Underlying: AEGON NV (DEMAT.) EO-12
Type: Warrant
Option type: Call
Strike price: 4.50 EUR
Maturity: 2024-06-21
Issue date: 2023-05-16
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.03
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 1.46
Implied volatility: 0.62
Historic volatility: 0.22
Parity: 1.46
Time value: 0.02
Break-even: 5.98
Moneyness: 1.32
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.37%
Delta: 0.98
Theta: 0.00
Omega: 3.93
Rho: 0.00
 

Quote data

Open: 1.410
High: 1.470
Low: 1.400
Previous Close: 1.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.97%
1 Month  
+6.77%
3 Months  
+29.09%
YTD  
+54.35%
1 Year  
+255.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.670 1.410
1M High / 1M Low: 1.840 1.330
6M High / 6M Low: 1.840 0.750
High (YTD): 2024-05-21 1.840
Low (YTD): 2024-03-04 0.750
52W High: 2024-05-21 1.840
52W Low: 2023-05-31 0.400
Avg. price 1W:   1.532
Avg. volume 1W:   0.000
Avg. price 1M:   1.607
Avg. volume 1M:   0.000
Avg. price 6M:   1.123
Avg. volume 6M:   0.000
Avg. price 1Y:   0.870
Avg. volume 1Y:   0.000
Volatility 1M:   69.62%
Volatility 6M:   84.17%
Volatility 1Y:   90.22%
Volatility 3Y:   -