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

EUWAX
7/12/2024  10:09:28 AM Chg.+0.050 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.620EUR +8.77% -
Bid Size: -
-
Ask Size: -
eBay Inc 67.00 USD 6/19/2026 Call
 

Master data

WKN: SW98J9
Issuer: Société Générale
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 67.00 USD
Maturity: 6/19/2026
Issue date: 5/10/2024
Last trading day: 6/18/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.01
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.24
Parity: -1.19
Time value: 0.62
Break-even: 67.81
Moneyness: 0.81
Premium: 0.37
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 1.64%
Delta: 0.46
Theta: -0.01
Omega: 3.71
Rho: 0.32
 

Quote data

Open: 0.610
High: 0.620
Low: 0.610
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.81%
1 Month  
+6.90%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.540
1M High / 1M Low: 0.660 0.540
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.554
Avg. volume 1W:   0.000
Avg. price 1M:   0.590
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -