Soc. Generale Call 4.8 Aegon Ltd. 21.06.2024
/ DE000SW2GEM1
Soc. Generale Call 4.8 Aegon Ltd..../ DE000SW2GEM1 /
| 2024-06-07 8:59:48 AM |
Chg.+0.01 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
+0.93% |
-
Bid Size: - |
-
Ask Size: - |
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: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
1.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.70% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
+44.00% |
| YTD |
|
|
+56.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
1.03 |
| 1M High / 1M Low: |
1.52 |
1.03 |
| 6M High / 6M Low: |
1.52 |
0.53 |
| High (YTD): |
2024-05-21 |
1.52 |
| Low (YTD): |
2024-03-05 |
0.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.55% |
| Volatility 6M: |
|
92.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
