Soc. Generale Call 5.5 Aegon Ltd. 21.06.2024
/ DE000SV6DXU3
Soc. Generale Call 5.5 Aegon Ltd..../ DE000SV6DXU3 /
2024-06-10 9:54:24 AM |
Chg.-0.010 |
Bid10:50:56 AM |
Ask10:50:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
-2.44% |
0.400 Bid Size: 20,000 |
0.410 Ask Size: 20,000 |
AEGON NV (DEMAT.) ... |
5.50 EUR |
2024-06-21 |
Call |
Master data
WKN: |
SV6DXU |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AEGON NV (DEMAT.) EO-12 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.50 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-16 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.39 |
Implied volatility: |
0.54 |
Historic volatility: |
0.21 |
Parity: |
0.39 |
Time value: |
0.08 |
Break-even: |
5.97 |
Moneyness: |
1.07 |
Premium: |
0.01 |
Premium p.a.: |
0.53 |
Spread abs.: |
0.01 |
Spread %: |
2.17% |
Delta: |
0.79 |
Theta: |
-0.01 |
Omega: |
9.87 |
Rho: |
0.00 |
Quote data
Open: |
0.380 |
High: |
0.420 |
Low: |
0.370 |
Previous Close: |
0.410 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.98% |
1 Month |
|
|
-40.30% |
3 Months |
|
|
+73.91% |
YTD |
|
|
+33.33% |
1 Year |
|
|
+66.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.340 |
1M High / 1M Low: |
0.850 |
0.340 |
6M High / 6M Low: |
0.850 |
0.150 |
High (YTD): |
2024-05-20 |
0.850 |
Low (YTD): |
2024-03-04 |
0.150 |
52W High: |
2024-05-20 |
0.850 |
52W Low: |
2023-10-27 |
0.140 |
Avg. price 1W: |
|
0.390 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.606 |
Avg. volume 1M: |
|
4,761.905 |
Avg. price 6M: |
|
0.373 |
Avg. volume 6M: |
|
1,612.903 |
Avg. price 1Y: |
|
0.296 |
Avg. volume 1Y: |
|
787.402 |
Volatility 1M: |
|
156.51% |
Volatility 6M: |
|
179.40% |
Volatility 1Y: |
|
149.61% |
Volatility 3Y: |
|
- |