Soc. Generale Call 4.6 Aegon Ltd. 20.12.2024
/ DE000SU1WZU0
Soc. Generale Call 4.6 Aegon Ltd..../ DE000SU1WZU0 /
| 8/8/2024 4:24:46 PM |
Chg.+0.010 |
Bid5:12:33 PM |
Ask5:12:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+1.05% |
0.960
Bid Size: 20,000 |
0.970
Ask Size: 20,000 |
- |
4.60 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SU1WZU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.60 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
11/8/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
0.80 |
| Time value: |
0.15 |
| Break-even: |
5.55 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
4.40% |
| Delta: |
0.84 |
| Theta: |
0.00 |
| Omega: |
4.80 |
| Rho: |
0.01 |
Quote data
| Open: |
0.900 |
| High: |
0.980 |
| Low: |
0.900 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.04% |
| 1 Month |
|
|
-20.66% |
| 3 Months |
|
|
-32.87% |
| YTD |
|
|
+2.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.860 |
| 1M High / 1M Low: |
1.370 |
0.860 |
| 6M High / 6M Low: |
1.740 |
0.770 |
| High (YTD): |
5/20/2024 |
1.740 |
| Low (YTD): |
3/4/2024 |
0.770 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.954 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.203 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.40% |
| Volatility 6M: |
|
91.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
