Soc. Generale Call 64 EBAY 20.03..../  DE000SW700E0  /

EUWAX
11/13/2024  8:48:53 AM Chg.- Bid7:48:05 AM Ask7:48:05 AM Underlying Strike price Expiration date Option type
0.810EUR - 0.830
Bid Size: 7,000
0.860
Ask Size: 7,000
eBay Inc 64.00 USD 3/20/2026 Call
 

Master data

WKN: SW700E
Issuer: Société Générale
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 64.00 USD
Maturity: 3/20/2026
Issue date: 3/20/2024
Last trading day: 3/19/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.89
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -0.20
Time value: 0.85
Break-even: 69.07
Moneyness: 0.97
Premium: 0.18
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.19%
Delta: 0.58
Theta: -0.01
Omega: 3.99
Rho: 0.34
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.860
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.53%
1 Month
  -28.95%
3 Months  
+35.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.790
1M High / 1M Low: 1.190 0.600
6M High / 6M Low: 1.190 0.500
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.826
Avg. volume 1W:   0.000
Avg. price 1M:   0.924
Avg. volume 1M:   0.000
Avg. price 6M:   0.737
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.64%
Volatility 6M:   97.45%
Volatility 1Y:   -
Volatility 3Y:   -