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

Frankfurt Zert./SG
2024-06-10  1:23:26 PM Chg.-0.040 Bid2024-06-10 Ask2024-06-10 Underlying Strike price Expiration date Option type
0.130EUR -23.53% 0.130
Bid Size: 30,000		 0.140
Ask Size: 30,000		 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: 29.47
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.09
Implied volatility: 0.36
Historic volatility: 0.21
Parity: 0.09
Time value: 0.11
Break-even: 6.00
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.81
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.62
Theta: -0.01
Omega: 18.31
Rho: 0.00
 

Quote data

Open: 0.130
High: 0.140
Low: 0.120
Previous Close: 0.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -35.00%
1 Month
  -71.11%
3 Months     0.00%
YTD
  -35.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.120
1M High / 1M Low: 0.580 0.120
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:   0.156
Avg. volume 1W:   0.000
Avg. price 1M:   0.359
Avg. volume 1M:   0.000
Avg. price 6M:   0.229
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   268.25%
Volatility 6M:   221.33%
Volatility 1Y:   -
Volatility 3Y:   -