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Soc. Generale Call 5.8 Aegon Ltd..../  DE000SW2GER0  /

Frankfurt Zert./SG
2024-05-31  9:51:18 PM Chg.+0.010 Bid9:52:14 PM Ask9:52:14 PM Underlying Strike price Expiration date Option type
0.210EUR +5.00% 0.220
Bid Size: 10,000		 0.250
Ask Size: 10,000		 AEGON NV (DEMAT.) ... 5.80 EUR 2024-06-21 Call
 

Master data

WKN: SW2GER
Issuer: Société Générale
Currency: EUR
Underlying: AEGON NV (DEMAT.) EO-12
Type: Warrant
Option type: Call
Strike price: 5.80 EUR
Maturity: 2024-06-21
Issue date: 2023-08-18
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 25.92
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.16
Implied volatility: 0.22
Historic volatility: 0.22
Parity: 0.16
Time value: 0.07
Break-even: 6.03
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 4.55%
Delta: 0.72
Theta: 0.00
Omega: 18.73
Rho: 0.00
 

Quote data

Open: 0.200
High: 0.220
Low: 0.190
Previous Close: 0.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -16.00%
3 Months     0.00%
YTD  
+5.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.200
1M High / 1M Low: 0.580 0.200
6M High / 6M Low: 0.580 0.078
High (YTD): 2024-05-20 0.580
Low (YTD): 2024-03-04 0.078
52W High: - -
52W Low: - -
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.400
Avg. volume 1M:   0.000
Avg. price 6M:   0.229
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   230.62%
Volatility 6M:   208.64%
Volatility 1Y:   -
Volatility 3Y:   -