Soc. Generale Call 5.2 Aegon Ltd. 20.12.2024
/ DE000SU1WZX4
Soc. Generale Call 5.2 Aegon Ltd..../ DE000SU1WZX4 /
| 2024-06-04 8:43:59 AM |
Chg.-0.020 |
Bid1:00:21 PM |
Ask1:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-2.33% |
0.760
Bid Size: 30,000 |
0.770
Ask Size: 30,000 |
- |
5.20 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SU1WZX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.20 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.22 |
| Parity: |
0.75 |
| Time value: |
0.13 |
| Break-even: |
6.08 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
1.15% |
| Delta: |
0.92 |
| Theta: |
0.00 |
| Omega: |
6.25 |
| Rho: |
0.03 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
+3.70% |
| 3 Months |
|
|
+82.61% |
| YTD |
|
|
+47.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.860 |
| 1M High / 1M Low: |
1.170 |
0.820 |
| 6M High / 6M Low: |
1.170 |
0.410 |
| High (YTD): |
2024-05-22 |
1.170 |
| Low (YTD): |
2024-03-05 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.890 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.006 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.687 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.81% |
| Volatility 6M: |
|
96.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
