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

Frankfurt Zert./SG
2024-06-07  9:47:52 PM Chg.+0.040 Bid9:59:30 PM Ask9:59:30 PM Underlying Strike price Expiration date Option type
1.110EUR +3.74% 1.110
Bid Size: 2,800		 1.200
Ask Size: 2,800		 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: 5.04
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 1.10
Implied volatility: 0.97
Historic volatility: 0.21
Parity: 1.10
Time value: 0.07
Break-even: 5.97
Moneyness: 1.23
Premium: 0.01
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 0.86%
Delta: 0.89
Theta: -0.01
Omega: 4.49
Rho: 0.00
 

Quote data

Open: 1.060
High: 1.170
Low: 1.060
Previous Close: 1.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.77%
1 Month
  -11.20%
3 Months  
+63.24%
YTD  
+60.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.130 1.020
1M High / 1M Low: 1.550 1.020
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:   1.080
Avg. volume 1W:   0.000
Avg. price 1M:   1.291
Avg. volume 1M:   0.000
Avg. price 6M:   0.891
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.41%
Volatility 6M:   105.45%
Volatility 1Y:   -
Volatility 3Y:   -