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Soc. Generale Call 50 EBAY 20.09..../  DE000SV66DA8  /

EUWAX
7/17/2024  8:42:16 AM Chg.+0.110 Bid4:41:30 PM Ask4:41:30 PM Underlying Strike price Expiration date Option type
0.610EUR +22.00% 0.630
Bid Size: 100,000		 0.640
Ask Size: 100,000		 eBay Inc 50.00 USD 9/20/2024 Call
 

Master data

WKN: SV66DA
Issuer: Société Générale
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 9/20/2024
Issue date: 6/7/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.94
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.50
Implied volatility: 0.38
Historic volatility: 0.24
Parity: 0.50
Time value: 0.14
Break-even: 52.26
Moneyness: 1.11
Premium: 0.03
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 1.59%
Delta: 0.78
Theta: -0.02
Omega: 6.17
Rho: 0.06
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+41.86%
1 Month  
+38.64%
3 Months  
+41.86%
YTD  
+165.22%
1 Year  
+12.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.430
1M High / 1M Low: 0.630 0.430
6M High / 6M Low: 0.630 0.130
High (YTD): 6/20/2024 0.630
Low (YTD): 1/22/2024 0.130
52W High: 6/20/2024 0.630
52W Low: 1/22/2024 0.130
Avg. price 1W:   0.490
Avg. volume 1W:   0.000
Avg. price 1M:   0.503
Avg. volume 1M:   0.000
Avg. price 6M:   0.403
Avg. volume 6M:   0.000
Avg. price 1Y:   0.350
Avg. volume 1Y:   0.000
Volatility 1M:   142.21%
Volatility 6M:   163.82%
Volatility 1Y:   155.85%
Volatility 3Y:   -