Soc. Generale Call 5 Aegon Ltd. 20.12.2024
/ DE000SU1WZW6
Soc. Generale Call 5 Aegon Ltd. 2.../ DE000SU1WZW6 /
| 19/11/2024 08:43:35 |
Chg.-0.04 |
Bid15:28:26 |
Ask15:28:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
-3.45% |
0.96
Bid Size: 15,000 |
0.98
Ask Size: 15,000 |
- |
5.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SU1WZW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
08/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.21 |
| Parity: |
1.08 |
| Time value: |
0.06 |
| Break-even: |
6.14 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.79% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
4.84 |
| Rho: |
0.00 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+19.15% |
| 3 Months |
|
|
+23.08% |
| YTD |
|
|
+64.71% |
| 1 Year |
|
|
+103.64% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.18 |
1.02 |
| 1M High / 1M Low: |
1.22 |
0.83 |
| 6M High / 6M Low: |
1.34 |
0.50 |
| High (YTD): |
22/05/2024 |
1.34 |
| Low (YTD): |
04/09/2024 |
0.50 |
| 52W High: |
22/05/2024 |
1.34 |
| 52W Low: |
04/09/2024 |
0.50 |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.82 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
124.38% |
| Volatility 6M: |
|
126.07% |
| Volatility 1Y: |
|
107.56% |
| Volatility 3Y: |
|
- |
