I have to change the scope of ebay price to website from global but there is not any option to change.
Suggest me it's urgent work.
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I reckon you should check with M2E if they don't have an option for that.
If they don't, I think it is risky to change that setting as they is probably a good reason behind it.
If you really want to change it, a dirty hacky way of doing it is to edit the app/design/adminhtml/default/default/template/catalog/product/attribute/js.phtml file
And comment the following line:
You will have access to the Scope field, be able to edit it and save your ebay_price attribute.
Don't forget to comment the line back after your change.
Again,I don't recommend doing this, I suggest you contact M2E first and ask them what would be the good procedure in your case.