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

EUWAX
2024-06-27  8:41:38 AM Chg.-0.010 Bid12:29:20 PM Ask12:29:20 PM Underlying Strike price Expiration date Option type
0.530EUR -1.85% 0.520
Bid Size: 8,000		 0.540
Ask Size: 8,000		 eBay Inc 50.00 USD 2024-09-20 Call
 

Master data

WKN: SV66DA
Issuer: Société Générale
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 50.00 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: 9.31
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.35
Implied volatility: 0.33
Historic volatility: 0.24
Parity: 0.35
Time value: 0.19
Break-even: 52.22
Moneyness: 1.07
Premium: 0.04
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.89%
Delta: 0.72
Theta: -0.02
Omega: 6.68
Rho: 0.07
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.87%
1 Month
  -10.17%
3 Months  
+8.16%
YTD  
+130.43%
1 Year  
+20.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.540
1M High / 1M Low: 0.630 0.430
6M High / 6M Low: 0.630 0.130
High (YTD): 2024-06-20 0.630
Low (YTD): 2024-01-22 0.130
52W High: 2024-06-20 0.630
52W Low: 2024-01-22 0.130
Avg. price 1W:   0.566
Avg. volume 1W:   0.000
Avg. price 1M:   0.527
Avg. volume 1M:   0.000
Avg. price 6M:   0.371
Avg. volume 6M:   0.000
Avg. price 1Y:   0.349
Avg. volume 1Y:   0.000
Volatility 1M:   167.48%
Volatility 6M:   164.48%
Volatility 1Y:   154.88%
Volatility 3Y:   -