Soc. Generale Call 67 EBAY 19.06..../  DE000SW98J97  /

EUWAX
2024-06-27  10:23:44 AM Chg.-0.020 Bid2024-06-27 Ask2024-06-27 Underlying Strike price Expiration date Option type
0.610EUR -3.17% 0.610
Bid Size: 8,000
0.620
Ask Size: 8,000
eBay Inc 67.00 USD 2026-06-19 Call
 

Master data

WKN: SW98J9
Issuer: Société Générale
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 67.00 USD
Maturity: 2026-06-19
Issue date: 2024-05-10
Last trading day: 2026-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.11
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -1.25
Time value: 0.62
Break-even: 68.93
Moneyness: 0.80
Premium: 0.37
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 1.64%
Delta: 0.46
Theta: -0.01
Omega: 3.72
Rho: 0.33
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.58%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.620
1M High / 1M Low: 0.660 0.540
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.634
Avg. volume 1W:   0.000
Avg. price 1M:   0.599
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -