OverviewChartNewsTraderScreen

Soc. Generale Call 6.5 Aegon Ltd..../  DE000SW1ZG60  /

Frankfurt Zert./SG
2024-06-04  9:42:41 PM Chg.-0.012 Bid9:59:16 PM Ask9:59:16 PM Underlying Strike price Expiration date Option type
0.088EUR -12.00% 0.089
Bid Size: 10,000		 0.099
Ask Size: 10,000		 AEGON NV (DEMAT.) ... 6.50 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZG6
Issuer: Société Générale
Currency: EUR
Underlying: AEGON NV (DEMAT.) EO-12
Type: Warrant
Option type: Call
Strike price: 6.50 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 49.60
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.22
Parity: -0.55
Time value: 0.12
Break-even: 6.62
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.28
Theta: 0.00
Omega: 14.05
Rho: 0.00
 

Quote data

Open: 0.100
High: 0.100
Low: 0.081
Previous Close: 0.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -32.31%
1 Month
  -37.14%
3 Months  
+31.34%
YTD
  -26.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.088
1M High / 1M Low: 0.230 0.088
6M High / 6M Low: 0.230 0.052
High (YTD): 2024-05-20 0.230
Low (YTD): 2024-03-04 0.052
52W High: - -
52W Low: - -
Avg. price 1W:   0.108
Avg. volume 1W:   0.000
Avg. price 1M:   0.172
Avg. volume 1M:   0.000
Avg. price 6M:   0.123
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.36%
Volatility 6M:   166.39%
Volatility 1Y:   -
Volatility 3Y:   -