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Soc. Generale Call 5.5 Aegon Ltd..../  DE000SW1ZG45  /

Frankfurt Zert./SG
2024-06-04  9:59:36 AM Chg.-0.040 Bid10:44:43 AM Ask10:44:43 AM Underlying Strike price Expiration date Option type
0.470EUR -7.84% 0.460
Bid Size: 30,000		 0.470
Ask Size: 30,000		 AEGON NV (DEMAT.) ... 5.50 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZG4
Issuer: Société Générale
Currency: EUR
Underlying: AEGON NV (DEMAT.) EO-12
Type: Warrant
Option type: Call
Strike price: 5.50 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 10.63
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.45
Implied volatility: 0.17
Historic volatility: 0.22
Parity: 0.45
Time value: 0.11
Break-even: 6.06
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.82%
Delta: 0.84
Theta: 0.00
Omega: 8.96
Rho: 0.01
 

Quote data

Open: 0.530
High: 0.530
Low: 0.470
Previous Close: 0.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.55%
1 Month
  -14.55%
3 Months  
+123.81%
YTD  
+23.68%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.510
1M High / 1M Low: 0.890 0.510
6M High / 6M Low: 0.890 0.210
High (YTD): 2024-05-20 0.890
Low (YTD): 2024-03-04 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.542
Avg. volume 1W:   0.000
Avg. price 1M:   0.707
Avg. volume 1M:   0.000
Avg. price 6M:   0.446
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.75%
Volatility 6M:   140.59%
Volatility 1Y:   -
Volatility 3Y:   -