Soc. Generale Call 38 EBAY 20.09.2024
/ DE000SW1YV39
Soc. Generale Call 38 EBAY 20.09..../ DE000SW1YV39 /
| 2024-07-29 10:38:02 AM |
Chg.+0.06 |
Bid5:31:36 PM |
Ask5:31:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.49EUR |
+4.20% |
1.56
Bid Size: 90,000 |
-
Ask Size: - |
eBay Inc |
38.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1YV3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
eBay Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.22 |
| Parity: |
1.49 |
| Time value: |
0.03 |
| Break-even: |
50.21 |
| Moneyness: |
1.43 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
3.20 |
| Rho: |
0.05 |
Quote data
| Open: |
1.49 |
| High: |
1.49 |
| Low: |
1.49 |
| Previous Close: |
1.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.47% |
| 1 Month |
|
|
+2.76% |
| 3 Months |
|
|
+8.76% |
| YTD |
|
|
+96.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.40 |
| 1M High / 1M Low: |
1.59 |
1.35 |
| 6M High / 6M Low: |
1.59 |
0.58 |
| High (YTD): |
2024-07-17 |
1.59 |
| Low (YTD): |
2024-01-18 |
0.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.28% |
| Volatility 6M: |
|
90.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
