Soc. Generale Call 4.6 Aegon Ltd. 21.06.2024
/ DE000SW2GEL3
Soc. Generale Call 4.6 Aegon Ltd..../ DE000SW2GEL3 /
| 2024-06-04 8:58:41 AM |
Chg.+0.01 |
Bid7:15:54 PM |
Ask7:15:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
+0.76% |
1.22
Bid Size: 2,500 |
1.31
Ask Size: 2,500 |
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: |
4.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.22 |
| Parity: |
1.35 |
| Time value: |
0.04 |
| Break-even: |
5.99 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
0.94 |
| Theta: |
0.00 |
| Omega: |
4.02 |
| Rho: |
0.00 |
Quote data
| Open: |
1.33 |
| High: |
1.33 |
| Low: |
1.33 |
| Previous Close: |
1.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.33% |
| 1 Month |
|
|
+6.40% |
| 3 Months |
|
|
+84.72% |
| YTD |
|
|
+60.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.31 |
| 1M High / 1M Low: |
1.72 |
1.27 |
| 6M High / 6M Low: |
1.72 |
0.69 |
| High (YTD): |
2024-05-21 |
1.72 |
| Low (YTD): |
2024-03-05 |
0.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.89% |
| Volatility 6M: |
|
81.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
