OverviewChartNewsTraderScreen

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

EUWAX
5/29/2024  8:11:56 AM Chg.-0.040 Bid12:05:14 PM Ask12:05:14 PM Underlying Strike price Expiration date Option type
0.110EUR -26.67% 0.140
Bid Size: 60,000		 0.150
Ask Size: 60,000		 AEGON NV (DEMAT.) ... 6.50 EUR 9/20/2024 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: 9/20/2024
Issue date: 8/8/2023
Last trading day: 9/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 45.91
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.23
Parity: -0.53
Time value: 0.13
Break-even: 6.63
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.30
Theta: 0.00
Omega: 13.63
Rho: 0.01
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.17%
1 Month     0.00%
3 Months  
+10.00%
YTD
  -8.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.150
1M High / 1M Low: 0.230 0.110
6M High / 6M Low: 0.230 0.051
High (YTD): 5/22/2024 0.230
Low (YTD): 3/5/2024 0.051
52W High: - -
52W Low: - -
Avg. price 1W:   0.190
Avg. volume 1W:   0.000
Avg. price 1M:   0.179
Avg. volume 1M:   0.000
Avg. price 6M:   0.122
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.52%
Volatility 6M:   160.53%
Volatility 1Y:   -
Volatility 3Y:   -