Soc. Generale Call 4.8 Aegon Ltd. 20.12.2024
/ DE000SU1WZV8
Soc. Generale Call 4.8 Aegon Ltd..../ DE000SU1WZV8 /
| 2024-10-15 3:41:41 PM |
Chg.+0.040 |
Bid4:17:40 PM |
Ask4:17:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
+3.96% |
1.070
Bid Size: 15,000 |
1.080
Ask Size: 15,000 |
- |
4.80 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SU1WZV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.80 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.22 |
| Parity: |
0.92 |
| Time value: |
0.11 |
| Break-even: |
5.83 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.98% |
| Delta: |
0.86 |
| Theta: |
0.00 |
| Omega: |
4.76 |
| Rho: |
0.01 |
Quote data
| Open: |
0.990 |
| High: |
1.090 |
| Low: |
0.990 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
+34.62% |
| 3 Months |
|
|
-3.67% |
| YTD |
|
|
+29.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.950 |
| 1M High / 1M Low: |
1.080 |
0.760 |
| 6M High / 6M Low: |
1.550 |
0.690 |
| High (YTD): |
2024-05-20 |
1.550 |
| Low (YTD): |
2024-03-04 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.980 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.956 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.042 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.94% |
| Volatility 6M: |
|
107.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
