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Soc. Generale Call 4.8 Aegon Ltd..../  DE000SW2GEM1  /

Frankfurt Zert./SG
2024-05-28  9:41:54 PM Chg.-0.190 Bid9:47:47 PM Ask9:47:47 PM Underlying Strike price Expiration date Option type
1.150EUR -14.18% 1.160
Bid Size: 2,600		 1.250
Ask Size: 2,600		 AEGON NV (DEMAT.) ... 4.80 EUR 2024-06-21 Call
 

Master data

WKN: SW2GEM
Issuer: Société Générale
Currency: EUR
Underlying: AEGON NV (DEMAT.) EO-12
Type: Warrant
Option type: Call
Strike price: 4.80 EUR
Maturity: 2024-06-21
Issue date: 2023-08-18
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.41
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 1.33
Implied volatility: 0.76
Historic volatility: 0.22
Parity: 1.33
Time value: 0.06
Break-even: 6.19
Moneyness: 1.28
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 1.46%
Delta: 0.91
Theta: 0.00
Omega: 4.02
Rho: 0.00
 

Quote data

Open: 1.300
High: 1.340
Low: 1.150
Previous Close: 1.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.30%
1 Month  
+7.48%
3 Months  
+35.29%
YTD  
+66.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.480 1.150
1M High / 1M Low: 1.550 1.050
6M High / 6M Low: 1.550 0.510
High (YTD): 2024-05-20 1.550
Low (YTD): 2024-03-04 0.510
52W High: - -
52W Low: - -
Avg. price 1W:   1.346
Avg. volume 1W:   0.000
Avg. price 1M:   1.314
Avg. volume 1M:   0.000
Avg. price 6M:   0.860
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.87%
Volatility 6M:   103.86%
Volatility 1Y:   -
Volatility 3Y:   -