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Soc. Generale Call 5 Aegon Ltd. 2.../  DE000SW1ZG37  /

Frankfurt Zert./SG
2024-06-07  9:38:04 PM Chg.+0.030 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.910EUR +3.41% 0.910
Bid Size: 3,300		 1.000
Ask Size: 3,300		 AEGON NV (DEMAT.) ... 5.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZG3
Issuer: Société Générale
Currency: EUR
Underlying: AEGON NV (DEMAT.) EO-12
Type: Warrant
Option type: Call
Strike price: 5.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.08
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.90
Implied volatility: 0.21
Historic volatility: 0.21
Parity: 0.90
Time value: 0.07
Break-even: 5.97
Moneyness: 1.18
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.04%
Delta: 0.95
Theta: 0.00
Omega: 5.76
Rho: 0.01
 

Quote data

Open: 0.860
High: 0.970
Low: 0.860
Previous Close: 0.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.15%
1 Month
  -21.55%
3 Months  
+56.90%
YTD  
+44.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.830
1M High / 1M Low: 1.350 0.830
6M High / 6M Low: 1.350 0.430
High (YTD): 2024-05-20 1.350
Low (YTD): 2024-03-04 0.430
52W High: - -
52W Low: - -
Avg. price 1W:   0.886
Avg. volume 1W:   0.000
Avg. price 1M:   1.102
Avg. volume 1M:   0.000
Avg. price 6M:   0.771
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.25%
Volatility 6M:   110.69%
Volatility 1Y:   -
Volatility 3Y:   -