OverviewChartNewsTraderScreen

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

EUWAX
2024-07-05  8:43:01 AM Chg.-0.010 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.780EUR -1.27% -
Bid Size: -		 -
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: 5.95
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.73
Implied volatility: 0.37
Historic volatility: 0.24
Parity: 0.73
Time value: 0.09
Break-even: 49.72
Moneyness: 1.17
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.23%
Delta: 0.86
Theta: -0.02
Omega: 5.12
Rho: 0.07
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.790
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.24%
1 Month
  -7.14%
3 Months
  -1.27%
YTD  
+95.00%
1 Year  
+25.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.780
1M High / 1M Low: 1.000 0.770
6M High / 6M Low: 1.000 0.240
High (YTD): 2024-06-20 1.000
Low (YTD): 2024-01-16 0.240
52W High: 2024-06-20 1.000
52W Low: 2024-01-16 0.240
Avg. price 1W:   0.820
Avg. volume 1W:   0.000
Avg. price 1M:   0.868
Avg. volume 1M:   0.000
Avg. price 6M:   0.650
Avg. volume 6M:   0.000
Avg. price 1Y:   0.567
Avg. volume 1Y:   3.156
Volatility 1M:   104.25%
Volatility 6M:   134.15%
Volatility 1Y:   131.76%
Volatility 3Y:   -