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Soc. Generale Call 5.4 Aegon Ltd..../  DE000SW2GEP4  /

Frankfurt Zert./SG
2024-06-03  9:48:58 PM Chg.-0.010 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
0.530EUR -1.85% 0.550
Bid Size: 5,500		 0.640
Ask Size: 5,500		 AEGON NV (DEMAT.) ... 5.40 EUR 2024-06-21 Call
 

Master data

WKN: SW2GEP
Issuer: Société Générale
Currency: EUR
Underlying: AEGON NV (DEMAT.) EO-12
Type: Warrant
Option type: Call
Strike price: 5.40 EUR
Maturity: 2024-06-21
Issue date: 2023-08-18
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 10.09
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.55
Implied volatility: 0.37
Historic volatility: 0.22
Parity: 0.55
Time value: 0.04
Break-even: 5.99
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.72%
Delta: 0.89
Theta: 0.00
Omega: 9.02
Rho: 0.00
 

Quote data

Open: 0.540
High: 0.600
Low: 0.520
Previous Close: 0.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -29.33%
1 Month
  -7.02%
3 Months  
+165.00%
YTD  
+55.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.530
1M High / 1M Low: 0.960 0.530
6M High / 6M Low: 0.960 0.180
High (YTD): 2024-05-20 0.960
Low (YTD): 2024-03-04 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.598
Avg. volume 1W:   0.000
Avg. price 1M:   0.749
Avg. volume 1M:   0.000
Avg. price 6M:   0.435
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.70%
Volatility 6M:   161.10%
Volatility 1Y:   -
Volatility 3Y:   -