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Soc. Generale Call 46 EBAY 20.09..../  DE000SV7H0X0  /

Frankfurt Zert./SG
7/29/2024  6:01:10 PM Chg.+0.050 Bid7/29/2024 Ask7/29/2024 Underlying Strike price Expiration date Option type
0.880EUR +6.02% 0.880
Bid Size: 100,000		 0.890
Ask Size: 100,000		 eBay Inc 46.00 USD 9/20/2024 Call
 

Master data

WKN: SV7H0X
Issuer: Société Générale
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 46.00 USD
Maturity: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.94
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.75
Implied volatility: 0.44
Historic volatility: 0.22
Parity: 0.75
Time value: 0.09
Break-even: 50.79
Moneyness: 1.18
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.20%
Delta: 0.86
Theta: -0.02
Omega: 5.12
Rho: 0.05
 

Quote data

Open: 0.830
High: 0.880
Low: 0.810
Previous Close: 0.830
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.32%
1 Month  
+7.32%
3 Months  
+8.64%
YTD  
+151.43%
1 Year  
+54.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.760
1M High / 1M Low: 0.930 0.700
6M High / 6M Low: 0.940 0.230
High (YTD): 6/19/2024 0.940
Low (YTD): 1/17/2024 0.220
52W High: 6/19/2024 0.940
52W Low: 11/20/2023 0.210
Avg. price 1W:   0.796
Avg. volume 1W:   0.000
Avg. price 1M:   0.788
Avg. volume 1M:   0.000
Avg. price 6M:   0.670
Avg. volume 6M:   0.000
Avg. price 1Y:   0.530
Avg. volume 1Y:   0.000
Volatility 1M:   106.24%
Volatility 6M:   145.42%
Volatility 1Y:   134.01%
Volatility 3Y:   -