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Soc. Generale Call 4 Aegon Ltd. 2.../  DE000SV6EGA8  /

EUWAX
2024-06-07  8:22:27 AM Chg.-0.01 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
1.86EUR -0.53% -
Bid Size: -		 -
Ask Size: -		 AEGON NV (DEMAT.) ... 4.00 EUR 2024-06-21 Call
 

Master data

WKN: SV6EGA
Issuer: Société Générale
Currency: EUR
Underlying: AEGON NV (DEMAT.) EO-12
Type: Warrant
Option type: Call
Strike price: 4.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-16
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.01
Leverage: Yes

Calculated values

Fair value: 1.91
Intrinsic value: 1.90
Implied volatility: 1.50
Historic volatility: 0.21
Parity: 1.90
Time value: 0.06
Break-even: 5.96
Moneyness: 1.48
Premium: 0.01
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 0.51%
Delta: 0.94
Theta: -0.01
Omega: 2.82
Rho: 0.00
 

Quote data

Open: 1.86
High: 1.86
Low: 1.86
Previous Close: 1.87
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.10%
1 Month
  -6.53%
3 Months  
+30.99%
YTD  
+38.81%
1 Year  
+106.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.96 1.84
1M High / 1M Low: 2.37 1.84
6M High / 6M Low: 2.37 1.17
High (YTD): 2024-05-22 2.37
Low (YTD): 2024-03-05 1.17
52W High: 2024-05-22 2.37
52W Low: 2023-10-23 0.76
Avg. price 1W:   1.89
Avg. volume 1W:   0.00
Avg. price 1M:   2.10
Avg. volume 1M:   0.00
Avg. price 6M:   1.61
Avg. volume 6M:   0.00
Avg. price 1Y:   1.29
Avg. volume 1Y:   0.00
Volatility 1M:   53.49%
Volatility 6M:   66.77%
Volatility 1Y:   68.07%
Volatility 3Y:   -