OverviewChartNewsTraderScreen

Soc. Generale Call 6 Aegon Ltd. 2.../  DE000SW1ZG52  /

EUWAX
2024-05-29  8:11:54 AM Chg.-0.070 Bid8:16:03 AM Ask8:16:03 AM Underlying Strike price Expiration date Option type
0.260EUR -21.21% 0.260
Bid Size: 10,000		 0.290
Ask Size: 10,000		 AEGON NV (DEMAT.) ... 6.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZG5
Issuer: Société Générale
Currency: EUR
Underlying: AEGON NV (DEMAT.) EO-12
Type: Warrant
Option type: Call
Strike price: 6.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 16.12
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.13
Implied volatility: 0.20
Historic volatility: 0.22
Parity: 0.13
Time value: 0.25
Break-even: 6.38
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.64
Theta: 0.00
Omega: 10.25
Rho: 0.01
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.00%
1 Month  
+8.33%
3 Months  
+30.00%
YTD  
+23.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.330
1M High / 1M Low: 0.500 0.240
6M High / 6M Low: 0.500 0.100
High (YTD): 2024-05-22 0.500
Low (YTD): 2024-03-05 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.410
Avg. volume 1W:   0.000
Avg. price 1M:   0.375
Avg. volume 1M:   0.000
Avg. price 6M:   0.233
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.80%
Volatility 6M:   155.07%
Volatility 1Y:   -
Volatility 3Y:   -