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Soc. Generale Call 48 EBAY 21.06..../  DE000SN2PMC7  /

Frankfurt Zert./SG
5/23/2024  1:30:47 PM Chg.+0.010 Bid5/23/2024 Ask5/23/2024 Underlying Strike price Expiration date Option type
0.460EUR +2.22% 0.460
Bid Size: 8,000		 -
Ask Size: -		 eBay Inc 48.00 USD 6/21/2024 Call
 

Master data

WKN: SN2PMC
Issuer: Société Générale
Currency: EUR
Underlying: eBay Inc
Type: Warrant
Option type: Call
Strike price: 48.00 USD
Maturity: 6/21/2024
Issue date: 5/30/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.38
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.44
Implied volatility: 0.26
Historic volatility: 0.24
Parity: 0.44
Time value: 0.03
Break-even: 49.04
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.92
Theta: -0.01
Omega: 9.54
Rho: 0.03
 

Quote data

Open: 0.450
High: 0.460
Low: 0.430
Previous Close: 0.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month  
+2.22%
3 Months  
+170.59%
YTD  
+130.00%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.330
1M High / 1M Low: 0.530 0.240
6M High / 6M Low: 0.590 0.100
High (YTD): 3/13/2024 0.590
Low (YTD): 1/31/2024 0.100
52W High: 7/20/2023 0.640
52W Low: 1/31/2024 0.100
Avg. price 1W:   0.406
Avg. volume 1W:   0.000
Avg. price 1M:   0.382
Avg. volume 1M:   0.000
Avg. price 6M:   0.284
Avg. volume 6M:   0.000
Avg. price 1Y:   0.325
Avg. volume 1Y:   0.000
Volatility 1M:   263.52%
Volatility 6M:   202.49%
Volatility 1Y:   177.46%
Volatility 3Y:   -