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

Frankfurt Zert./SG
2024-06-10  7:01:44 PM Chg.-0.020 Bid7:04:04 PM Ask7:04:04 PM Underlying Strike price Expiration date Option type
1.380EUR -1.43% 1.360
Bid Size: 2,300		 1.460
Ask Size: 2,300		 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: 4.01
Leverage: Yes

Calculated values

Fair value: 1.40
Intrinsic value: 1.39
Implied volatility: 1.34
Historic volatility: 0.21
Parity: 1.39
Time value: 0.08
Break-even: 5.97
Moneyness: 1.31
Premium: 0.01
Premium p.a.: 0.53
Spread abs.: 0.01
Spread %: 0.68%
Delta: 0.90
Theta: -0.01
Omega: 3.61
Rho: 0.00
 

Quote data

Open: 1.370
High: 1.410
Low: 1.370
Previous Close: 1.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.13%
1 Month
  -15.85%
3 Months  
+48.39%
YTD  
+50.00%
1 Year  
+126.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.410 1.320
1M High / 1M Low: 1.840 1.320
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: 2023-10-23 0.450
Avg. price 1W:   1.374
Avg. volume 1W:   0.000
Avg. price 1M:   1.590
Avg. volume 1M:   0.000
Avg. price 6M:   1.151
Avg. volume 6M:   0.000
Avg. price 1Y:   0.892
Avg. volume 1Y:   0.000
Volatility 1M:   61.92%
Volatility 6M:   84.76%
Volatility 1Y:   86.72%
Volatility 3Y:   -