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Soc. Generale Call 160 AMT 20.06..../  DE000SW3WGQ2  /

EUWAX
11/10/2024  15:09:04 Chg.-0.23 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
5.76EUR -3.84% -
Bid Size: -		 -
Ask Size: -		 American Tower Corpo... 160.00 USD 20/06/2025 Call
 

Master data

WKN: SW3WGQ
Issuer: Société Générale
Currency: EUR
Underlying: American Tower Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 20/06/2025
Issue date: 25/09/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.42
Leverage: Yes

Calculated values

Fair value: 5.79
Intrinsic value: 5.42
Implied volatility: 0.27
Historic volatility: 0.22
Parity: 5.42
Time value: 0.44
Break-even: 204.92
Moneyness: 1.37
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -0.02
Omega: 3.23
Rho: 0.90
 

Quote data

Open: 5.76
High: 5.76
Low: 5.76
Previous Close: 5.99
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.42%
1 Month
  -20.66%
3 Months  
+15.43%
YTD
  -5.73%
1 Year  
+99.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.99 5.76
1M High / 1M Low: 7.26 5.76
6M High / 6M Low: 7.55 2.59
High (YTD): 11/09/2024 7.55
Low (YTD): 19/04/2024 2.59
52W High: 11/09/2024 7.55
52W Low: 19/04/2024 2.59
Avg. price 1W:   5.89
Avg. volume 1W:   0.00
Avg. price 1M:   6.64
Avg. volume 1M:   0.00
Avg. price 6M:   4.86
Avg. volume 6M:   0.00
Avg. price 1Y:   4.71
Avg. volume 1Y:   0.00
Volatility 1M:   48.04%
Volatility 6M:   79.10%
Volatility 1Y:   83.18%
Volatility 3Y:   -