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Soc. Generale Call 4.6 Aegon Ltd..../  DE000SW2GEL3  /

Frankfurt Zert./SG
2024-06-07  9:51:34 PM Chg.+0.030 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
1.300EUR +2.36% 1.310
Bid Size: 2,300		 1.400
Ask Size: 2,300		 AEGON NV (DEMAT.) ... 4.60 EUR 2024-06-21 Call
 

Master data

WKN: SW2GEL
Issuer: Société Générale
Currency: EUR
Underlying: AEGON NV (DEMAT.) EO-12
Type: Warrant
Option type: Call
Strike price: 4.60 EUR
Maturity: 2024-06-21
Issue date: 2023-08-18
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.31
Leverage: Yes

Calculated values

Fair value: 1.31
Intrinsic value: 1.30
Implied volatility: 1.11
Historic volatility: 0.21
Parity: 1.30
Time value: 0.07
Break-even: 5.97
Moneyness: 1.28
Premium: 0.01
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 0.74%
Delta: 0.90
Theta: -0.01
Omega: 3.89
Rho: 0.00
 

Quote data

Open: 1.260
High: 1.370
Low: 1.260
Previous Close: 1.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.26%
1 Month
  -9.09%
3 Months  
+52.94%
YTD  
+54.76%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.330 1.220
1M High / 1M Low: 1.750 1.220
6M High / 6M Low: 1.750 0.680
High (YTD): 2024-05-20 1.750
Low (YTD): 2024-03-04 0.680
52W High: - -
52W Low: - -
Avg. price 1W:   1.278
Avg. volume 1W:   0.000
Avg. price 1M:   1.490
Avg. volume 1M:   0.000
Avg. price 6M:   1.063
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.37%
Volatility 6M:   88.56%
Volatility 1Y:   -
Volatility 3Y:   -