Soc. Generale Call 5.6 Aegon Ltd. 20.12.2024
/ DE000SU1WZZ9
Soc. Generale Call 5.6 Aegon Ltd..../ DE000SU1WZZ9 /
19/11/2024 13:33:22 |
Chg.-0.110 |
Bid13:47:22 |
Ask13:47:22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.440EUR |
-20.00% |
0.440 Bid Size: 20,000 |
0.450 Ask Size: 20,000 |
- |
5.60 EUR |
20/12/2024 |
Call |
Master data
WKN: |
SU1WZZ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.60 EUR |
Maturity: |
20/12/2024 |
Issue date: |
08/11/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.48 |
Implied volatility: |
0.36 |
Historic volatility: |
0.21 |
Parity: |
0.48 |
Time value: |
0.09 |
Break-even: |
6.17 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
1.79% |
Delta: |
0.80 |
Theta: |
0.00 |
Omega: |
8.58 |
Rho: |
0.00 |
Quote data
Open: |
0.560 |
High: |
0.560 |
Low: |
0.440 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-10.20% |
3 Months |
|
|
-2.22% |
YTD |
|
|
+7.32% |
1 Year |
|
|
+37.50% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.490 |
1M High / 1M Low: |
0.690 |
0.370 |
6M High / 6M Low: |
0.860 |
0.220 |
High (YTD): |
20/05/2024 |
0.860 |
Low (YTD): |
03/09/2024 |
0.220 |
52W High: |
20/05/2024 |
0.860 |
52W Low: |
03/09/2024 |
0.220 |
Avg. price 1W: |
|
0.546 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.506 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.458 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.453 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
248.03% |
Volatility 6M: |
|
177.16% |
Volatility 1Y: |
|
145.95% |
Volatility 3Y: |
|
- |