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

EUWAX
2024-06-04  8:21:42 AM Chg.-0.03 Bid11:25:36 AM Ask11:25:36 AM Underlying Strike price Expiration date Option type
1.93EUR -1.53% 1.83
Bid Size: 20,000		 1.84
Ask Size: 20,000		 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: 2.99
Leverage: Yes

Calculated values

Fair value: 1.96
Intrinsic value: 1.95
Implied volatility: 1.18
Historic volatility: 0.22
Parity: 1.95
Time value: 0.04
Break-even: 5.99
Moneyness: 1.49
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 0.51%
Delta: 0.95
Theta: 0.00
Omega: 2.86
Rho: 0.00
 

Quote data

Open: 1.93
High: 1.93
Low: 1.93
Previous Close: 1.96
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.21%
1 Month     0.00%
3 Months  
+55.65%
YTD  
+44.03%
1 Year  
+141.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.08 1.94
1M High / 1M Low: 2.37 1.86
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:   1.99
Avg. volume 1W:   0.00
Avg. price 1M:   2.12
Avg. volume 1M:   0.00
Avg. price 6M:   1.59
Avg. volume 6M:   0.00
Avg. price 1Y:   1.27
Avg. volume 1Y:   0.00
Volatility 1M:   58.46%
Volatility 6M:   66.29%
Volatility 1Y:   68.42%
Volatility 3Y:   -