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

EUWAX
2024-05-29  8:57:47 AM Chg.-0.140 Bid9:10:07 AM Ask9:10:07 AM Underlying Strike price Expiration date Option type
0.580EUR -19.44% 0.600
Bid Size: 20,000		 0.610
Ask Size: 20,000		 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: 7.66
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.73
Implied volatility: 0.50
Historic volatility: 0.22
Parity: 0.73
Time value: 0.07
Break-even: 6.20
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 2.56%
Delta: 0.86
Theta: 0.00
Omega: 6.57
Rho: 0.00
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.26%
1 Month  
+13.73%
3 Months  
+56.76%
YTD  
+70.59%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.720
1M High / 1M Low: 0.930 0.510
6M High / 6M Low: 0.930 0.190
High (YTD): 2024-05-21 0.930
Low (YTD): 2024-03-05 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.820
Avg. volume 1W:   0.000
Avg. price 1M:   0.738
Avg. volume 1M:   0.000
Avg. price 6M:   0.426
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.55%
Volatility 6M:   140.09%
Volatility 1Y:   -
Volatility 3Y:   -