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

EUWAX
2024-06-04  8:11:38 AM Chg.0.000 Bid8:16:35 PM Ask8:16:35 PM Underlying Strike price Expiration date Option type
0.110EUR 0.00% 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: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.67%
1 Month
  -21.43%
3 Months  
+64.18%
YTD
  -8.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.110
1M High / 1M Low: 0.230 0.110
6M High / 6M Low: 0.230 0.051
High (YTD): 2024-05-22 0.230
Low (YTD): 2024-03-05 0.051
52W High: - -
52W Low: - -
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.177
Avg. volume 1M:   0.000
Avg. price 6M:   0.122
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.39%
Volatility 6M:   164.72%
Volatility 1Y:   -
Volatility 3Y:   -