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Soc. Generale Call 48 EBAY 20.09..../  DE000SV7H0Y8  /

EUWAX
2024-07-29  9:35:42 AM Chg.+0.060 Bid5:31:36 PM Ask5:31:36 PM Underlying Strike price Expiration date Option type
0.650EUR +10.17% 0.690
Bid Size: 100,000		 0.700
Ask Size: 100,000		 eBay Inc 48.00 USD 2024-09-20 Call
 

Master data

WKN: SV7H0Y
Issuer: Société Générale
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 48.00 USD
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.45
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.57
Implied volatility: 0.39
Historic volatility: 0.22
Parity: 0.57
Time value: 0.10
Break-even: 50.93
Moneyness: 1.13
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.52%
Delta: 0.82
Theta: -0.02
Omega: 6.12
Rho: 0.05
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.56%
1 Month  
+4.84%
3 Months  
+3.17%
YTD  
+124.14%
1 Year  
+30.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.580
1M High / 1M Low: 0.750 0.530
6M High / 6M Low: 0.750 0.170
High (YTD): 2024-07-17 0.750
Low (YTD): 2024-02-01 0.170
52W High: 2024-07-17 0.750
52W Low: 2023-11-20 0.160
Avg. price 1W:   0.608
Avg. volume 1W:   0.000
Avg. price 1M:   0.609
Avg. volume 1M:   0.000
Avg. price 6M:   0.530
Avg. volume 6M:   0.000
Avg. price 1Y:   0.427
Avg. volume 1Y:   0.000
Volatility 1M:   154.34%
Volatility 6M:   153.59%
Volatility 1Y:   145.67%
Volatility 3Y:   -