Soc. Generale Call 34 EBAY 20.09..../  DE000SU18YJ8  /

EUWAX
7/30/2024  8:25:46 AM Chg.+0.04 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.90EUR +2.15% -
Bid Size: -
-
Ask Size: -
eBay Inc 34.00 USD 9/20/2024 Call
 

Master data

WKN: SU18YJ
Issuer: Société Générale
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 34.00 USD
Maturity: 9/20/2024
Issue date: 11/15/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.62
Leverage: Yes

Calculated values

Fair value: 1.92
Intrinsic value: 1.90
Implied volatility: 0.64
Historic volatility: 0.22
Parity: 1.90
Time value: 0.03
Break-even: 50.73
Moneyness: 1.61
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.01
Omega: 2.57
Rho: 0.04
 

Quote data

Open: 1.90
High: 1.90
Low: 1.90
Previous Close: 1.86
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.40%
1 Month  
+5.56%
3 Months  
+8.57%
YTD  
+84.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.86 1.76
1M High / 1M Low: 1.95 1.72
6M High / 6M Low: 1.98 0.84
High (YTD): 6/20/2024 1.98
Low (YTD): 1/16/2024 0.78
52W High: - -
52W Low: - -
Avg. price 1W:   1.81
Avg. volume 1W:   0.00
Avg. price 1M:   1.80
Avg. volume 1M:   0.00
Avg. price 6M:   1.57
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   56.02%
Volatility 6M:   76.50%
Volatility 1Y:   -
Volatility 3Y:   -