OverviewChartNewsTraderScreen

Soc. Generale Call 5.2 Aegon Ltd..../  DE000SW2GEN9  /

Frankfurt Zert./SG
2024-06-07  9:42:10 PM Chg.+0.040 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.710EUR +5.97% 0.710
Bid Size: 4,300		 0.800
Ask Size: 4,300		 AEGON NV (DEMAT.) ... 5.20 EUR 2024-06-21 Call
 

Master data

WKN: SW2GEN
Issuer: Société Générale
Currency: EUR
Underlying: AEGON NV (DEMAT.) EO-12
Type: Warrant
Option type: Call
Strike price: 5.20 EUR
Maturity: 2024-06-21
Issue date: 2023-08-18
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.66
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.70
Implied volatility: 0.69
Historic volatility: 0.21
Parity: 0.70
Time value: 0.07
Break-even: 5.97
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 1.32%
Delta: 0.85
Theta: -0.01
Omega: 6.54
Rho: 0.00
 

Quote data

Open: 0.670
High: 0.770
Low: 0.670
Previous Close: 0.670
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.39%
1 Month
  -26.04%
3 Months  
+82.05%
YTD  
+61.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.630
1M High / 1M Low: 1.150 0.630
6M High / 6M Low: 1.150 0.270
High (YTD): 2024-05-20 1.150
Low (YTD): 2024-03-04 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.682
Avg. volume 1W:   0.000
Avg. price 1M:   0.900
Avg. volume 1M:   0.000
Avg. price 6M:   0.577
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.98%
Volatility 6M:   138.92%
Volatility 1Y:   -
Volatility 3Y:   -