Soc. Generale Call 66 EBAY 20.03..../  DE000SW700F7  /

EUWAX
10/18/2024  8:53:29 AM Chg.-0.09 Bid6:01:50 PM Ask6:01:50 PM Underlying Strike price Expiration date Option type
0.99EUR -8.33% 0.97
Bid Size: 125,000
0.98
Ask Size: 125,000
eBay Inc 66.00 USD 3/20/2026 Call
 

Master data

WKN: SW700F
Issuer: Société Générale
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 66.00 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: 5.98
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.22
Parity: -0.06
Time value: 1.01
Break-even: 71.05
Moneyness: 0.99
Premium: 0.18
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.00%
Delta: 0.61
Theta: -0.01
Omega: 3.66
Rho: 0.38
 

Quote data

Open: 0.99
High: 0.99
Low: 0.99
Previous Close: 1.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.81%
1 Month  
+2.06%
3 Months  
+73.68%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.09 1.04
1M High / 1M Low: 1.10 0.82
6M High / 6M Low: 1.10 0.41
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.07
Avg. volume 1W:   0.00
Avg. price 1M:   0.98
Avg. volume 1M:   0.00
Avg. price 6M:   0.63
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.09%
Volatility 6M:   89.17%
Volatility 1Y:   -
Volatility 3Y:   -