OverviewChartNewsTraderScreen

Soc. Generale Call 45 EBAY 20.09..../  DE000SV66C93  /

Frankfurt Zert./SG
2024-07-29  4:49:40 PM Chg.+0.040 Bid5:46:49 PM Ask4:52:31 PM Underlying Strike price Expiration date Option type
0.950EUR +4.40% 0.960
Bid Size: 100,000		 -
Ask Size: -		 eBay Inc 45.00 USD 2024-09-20 Call
 

Master data

WKN: SV66C9
Issuer: Société Générale
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 2024-09-20
Issue date: 2023-06-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.43
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.85
Implied volatility: 0.45
Historic volatility: 0.22
Parity: 0.85
Time value: 0.07
Break-even: 50.66
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.10%
Delta: 0.88
Theta: -0.02
Omega: 4.80
Rho: 0.05
 

Quote data

Open: 0.900
High: 0.950
Low: 0.890
Previous Close: 0.910
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.40%
1 Month  
+5.56%
3 Months  
+7.95%
YTD  
+143.59%
1 Year  
+53.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.840
1M High / 1M Low: 1.020 0.780
6M High / 6M Low: 1.020 0.260
High (YTD): 2024-07-16 1.020
Low (YTD): 2024-01-18 0.250
52W High: 2024-07-16 1.020
52W Low: 2023-11-20 0.240
Avg. price 1W:   0.876
Avg. volume 1W:   0.000
Avg. price 1M:   0.869
Avg. volume 1M:   0.000
Avg. price 6M:   0.736
Avg. volume 6M:   0.000
Avg. price 1Y:   0.581
Avg. volume 1Y:   0.000
Volatility 1M:   100.84%
Volatility 6M:   138.88%
Volatility 1Y:   126.78%
Volatility 3Y:   -