OverviewChartNewsTraderScreen

Soc. Generale Call 5.6 Aegon Ltd..../  DE000SW2GEQ2  /

Frankfurt Zert./SG
2024-06-10  6:59:01 PM Chg.-0.050 Bid2024-06-10 Ask2024-06-10 Underlying Strike price Expiration date Option type
0.280EUR -15.15% 0.280
Bid Size: 10,000		 0.370
Ask Size: 10,000		 AEGON NV (DEMAT.) ... 5.60 EUR 2024-06-21 Call
 

Master data

WKN: SW2GEQ
Issuer: Société Générale
Currency: EUR
Underlying: AEGON NV (DEMAT.) EO-12
Type: Warrant
Option type: Call
Strike price: 5.60 EUR
Maturity: 2024-06-21
Issue date: 2023-08-18
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 15.93
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.29
Implied volatility: 0.46
Historic volatility: 0.21
Parity: 0.29
Time value: 0.08
Break-even: 5.97
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.53
Spread abs.: 0.01
Spread %: 2.78%
Delta: 0.76
Theta: -0.01
Omega: 12.07
Rho: 0.00
 

Quote data

Open: 0.280
High: 0.320
Low: 0.270
Previous Close: 0.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -53.33%
3 Months  
+47.37%
YTD  
+7.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.270
1M High / 1M Low: 0.770 0.270
6M High / 6M Low: 0.770 0.120
High (YTD): 2024-05-20 0.770
Low (YTD): 2024-03-04 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.312
Avg. volume 1W:   0.000
Avg. price 1M:   0.524
Avg. volume 1M:   0.000
Avg. price 6M:   0.323
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.89%
Volatility 6M:   182.89%
Volatility 1Y:   -
Volatility 3Y:   -