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Soc. Generale Call 4.6 Aegon Ltd..../  DE000SU1WZU0  /

Frankfurt Zert./SG
19/11/2024  14:27:12 Chg.-0.140 Bid14:58:02 Ask14:58:02 Underlying Strike price Expiration date Option type
1.350EUR -9.40% 1.330
Bid Size: 15,000		 1.350
Ask Size: 15,000		 - 4.60 EUR 20/12/2024 Call
 

Master data

WKN: SU1WZU
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 4.60 EUR
Maturity: 20/12/2024
Issue date: 08/11/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.98
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 1.48
Implied volatility: 0.68
Historic volatility: 0.21
Parity: 1.48
Time value: 0.05
Break-even: 6.13
Moneyness: 1.32
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 1.32%
Delta: 0.94
Theta: 0.00
Omega: 3.72
Rho: 0.00
 

Quote data

Open: 1.510
High: 1.510
Low: 1.350
Previous Close: 1.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.78%
1 Month
  -1.46%
3 Months  
+6.30%
YTD  
+43.62%
1 Year  
+75.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.540 1.400
1M High / 1M Low: 1.630 1.210
6M High / 6M Low: 1.740 0.830
High (YTD): 20/05/2024 1.740
Low (YTD): 04/03/2024 0.770
52W High: 20/05/2024 1.740
52W Low: 28/11/2023 0.750
Avg. price 1W:   1.474
Avg. volume 1W:   0.000
Avg. price 1M:   1.400
Avg. volume 1M:   0.000
Avg. price 6M:   1.224
Avg. volume 6M:   0.000
Avg. price 1Y:   1.139
Avg. volume 1Y:   0.000
Volatility 1M:   109.49%
Volatility 6M:   101.64%
Volatility 1Y:   89.10%
Volatility 3Y:   -