Soc. Generale Call 5.5 Aegon Ltd. 20.12.2024
/ DE000SU2GQH7
Soc. Generale Call 5.5 Aegon Ltd..../ DE000SU2GQH7 /
2024-06-04 9:29:59 AM |
Chg.-0.050 |
Bid1:00:22 PM |
Ask1:00:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.610EUR |
-7.58% |
0.570 Bid Size: 35,000 |
0.580 Ask Size: 35,000 |
- |
5.50 EUR |
2024-12-20 |
Call |
Master data
WKN: |
SU2GQH |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.50 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-11-20 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.71 |
Intrinsic value: |
0.45 |
Implied volatility: |
0.19 |
Historic volatility: |
0.22 |
Parity: |
0.45 |
Time value: |
0.22 |
Break-even: |
6.17 |
Moneyness: |
1.08 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
1.52% |
Delta: |
0.78 |
Theta: |
0.00 |
Omega: |
6.97 |
Rho: |
0.02 |
Quote data
Open: |
0.610 |
High: |
0.610 |
Low: |
0.610 |
Previous Close: |
0.660 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.78% |
1 Month |
|
|
-6.15% |
3 Months |
|
|
+84.85% |
YTD |
|
|
+38.64% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.630 |
1M High / 1M Low: |
0.920 |
0.630 |
6M High / 6M Low: |
0.920 |
0.330 |
High (YTD): |
2024-05-22 |
0.920 |
Low (YTD): |
2024-03-05 |
0.330 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.682 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.791 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.530 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.09% |
Volatility 6M: |
|
97.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |