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

EUWAX
2024-05-15  8:11:51 AM Chg.+0.020 Bid2024-05-15 Ask2024-05-15 Underlying Strike price Expiration date Option type
0.770EUR +2.67% 0.770
Bid Size: 3,900		 0.820
Ask Size: 3,900		 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: 7.91
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.67
Implied volatility: 0.18
Historic volatility: 0.24
Parity: 0.67
Time value: 0.11
Break-even: 6.28
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.30%
Delta: 0.90
Theta: 0.00
Omega: 7.10
Rho: 0.02
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.750
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month  
+87.80%
3 Months  
+108.11%
YTD  
+108.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.640
1M High / 1M Low: 0.750 0.330
6M High / 6M Low: 0.750 0.210
High (YTD): 2024-05-14 0.750
Low (YTD): 2024-03-05 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.702
Avg. volume 1W:   0.000
Avg. price 1M:   0.518
Avg. volume 1M:   0.000
Avg. price 6M:   0.395
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.05%
Volatility 6M:   134.65%
Volatility 1Y:   -
Volatility 3Y:   -