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Soc. Generale Call 5.5 Aegon Ltd..../  DE000SV6DXU3  /

Frankfurt Zert./SG
2024-06-07  9:48:43 PM Chg.+0.030 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.410EUR +7.89% 0.410
Bid Size: 7,400		 0.500
Ask Size: 7,400		 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: 12.56
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.40
Implied volatility: 0.47
Historic volatility: 0.21
Parity: 0.40
Time value: 0.07
Break-even: 5.97
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.80
Theta: -0.01
Omega: 10.07
Rho: 0.00
 

Quote data

Open: 0.370
High: 0.470
Low: 0.370
Previous Close: 0.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.65%
1 Month
  -38.81%
3 Months  
+78.26%
YTD  
+36.67%
1 Year  
+70.83%
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:   -