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Soc. Generale Call 170 AMT 21.03..../  DE000SW3PRB5  /

Frankfurt Zert./SG
12/11/2024  21:49:18 Chg.-0.180 Bid21:59:57 Ask21:59:57 Underlying Strike price Expiration date Option type
2.750EUR -6.14% 2.730
Bid Size: 1,100		 2.770
Ask Size: 1,100		 American Tower Corpo... 170.00 USD 21/03/2025 Call
 

Master data

WKN: SW3PRB
Issuer: Société Générale
Currency: EUR
Underlying: American Tower Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 21/03/2025
Issue date: 19/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.21
Leverage: Yes

Calculated values

Fair value: 2.76
Intrinsic value: 2.45
Implied volatility: 0.31
Historic volatility: 0.23
Parity: 2.45
Time value: 0.51
Break-even: 189.03
Moneyness: 1.15
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 1.37%
Delta: 0.83
Theta: -0.04
Omega: 5.13
Rho: 0.43
 

Quote data

Open: 2.750
High: 2.890
Low: 2.650
Previous Close: 2.930
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -35.60%
1 Month
  -43.65%
3 Months
  -49.91%
YTD
  -47.92%
1 Year
  -16.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.270 2.930
1M High / 1M Low: 5.750 2.930
6M High / 6M Low: 6.890 2.480
High (YTD): 10/09/2024 6.890
Low (YTD): 30/04/2024 1.870
52W High: 10/09/2024 6.890
52W Low: 30/04/2024 1.870
Avg. price 1W:   3.354
Avg. volume 1W:   0.000
Avg. price 1M:   4.580
Avg. volume 1M:   0.000
Avg. price 6M:   4.511
Avg. volume 6M:   0.000
Avg. price 1Y:   4.134
Avg. volume 1Y:   0.000
Volatility 1M:   149.35%
Volatility 6M:   102.29%
Volatility 1Y:   98.09%
Volatility 3Y:   -