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Soc. Generale Call 5.6 Aegon Ltd..../  DE000SU1WZZ9  /

Frankfurt Zert./SG
19/11/2024  14:44:43 Chg.-0.130 Bid15:10:41 Ask15:10:41 Underlying Strike price Expiration date Option type
0.420EUR -23.64% 0.420
Bid Size: 20,000		 0.430
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: 0.420
Previous Close: 0.550
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.64%
1 Month
  -14.29%
3 Months
  -6.67%
YTD  
+2.44%
1 Year  
+31.25%
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:   -