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Soc. Generale Call 70 EBAY 20.12..../  DE000SH8BEF2  /

EUWAX
7/16/2024  9:58:36 AM Chg.-0.006 Bid12:46:40 PM Ask12:46:40 PM Underlying Strike price Expiration date Option type
0.075EUR -7.41% 0.077
Bid Size: 15,000		 0.087
Ask Size: 15,000		 eBay Inc 70.00 USD 12/20/2024 Call
 

Master data

WKN: SH8BEF
Issuer: Société Générale
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 12/20/2024
Issue date: 4/1/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 57.32
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.24
Parity: -1.49
Time value: 0.09
Break-even: 65.09
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 0.91
Spread abs.: 0.01
Spread %: 13.16%
Delta: 0.16
Theta: -0.01
Omega: 9.25
Rho: 0.03
 

Quote data

Open: 0.075
High: 0.075
Low: 0.075
Previous Close: 0.081
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.70%
1 Month  
+1.35%
3 Months
  -16.67%
YTD  
+29.31%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.086 0.063
1M High / 1M Low: 0.092 0.062
6M High / 6M Low: 0.140 0.033
High (YTD): 3/15/2024 0.140
Low (YTD): 1/31/2024 0.033
52W High: 7/26/2023 0.190
52W Low: 1/31/2024 0.033
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.071
Avg. volume 6M:   0.000
Avg. price 1Y:   0.081
Avg. volume 1Y:   0.000
Volatility 1M:   157.93%
Volatility 6M:   175.25%
Volatility 1Y:   159.04%
Volatility 3Y:   -