OverviewChartNewsTraderScreen

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

EUWAX
2024-05-28  8:19:58 AM Chg.-0.07 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.58EUR -4.24% -
Bid Size: -		 -
Ask Size: -		 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: 3.62
Leverage: Yes

Calculated values

Fair value: 1.64
Intrinsic value: 1.63
Implied volatility: 0.91
Historic volatility: 0.22
Parity: 1.63
Time value: 0.06
Break-even: 6.19
Moneyness: 1.36
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 1.20%
Delta: 0.93
Theta: 0.00
Omega: 3.35
Rho: 0.00
 

Quote data

Open: 1.58
High: 1.58
Low: 1.58
Previous Close: 1.65
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.96%
1 Month  
+20.61%
3 Months  
+51.92%
YTD  
+71.74%
1 Year  
+229.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.88 1.58
1M High / 1M Low: 1.88 1.31
6M High / 6M Low: 1.88 0.74
High (YTD): 2024-05-22 1.88
Low (YTD): 2024-03-05 0.74
52W High: 2024-05-22 1.88
52W Low: 2023-05-31 0.41
Avg. price 1W:   1.72
Avg. volume 1W:   0.00
Avg. price 1M:   1.61
Avg. volume 1M:   0.00
Avg. price 6M:   1.11
Avg. volume 6M:   0.00
Avg. price 1Y:   0.86
Avg. volume 1Y:   0.00
Volatility 1M:   77.15%
Volatility 6M:   87.49%
Volatility 1Y:   92.05%
Volatility 3Y:   -