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

EUWAX
11/15/2024  8:31:48 AM Chg.-0.10 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
2.59EUR -3.72% -
Bid Size: -		 -
Ask Size: -		 American Tower Corpo... 170.00 USD 3/21/2025 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: 3/21/2025
Issue date: 9/19/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.20
Leverage: Yes

Calculated values

Fair value: 2.81
Intrinsic value: 2.51
Implied volatility: 0.31
Historic volatility: 0.22
Parity: 2.51
Time value: 0.50
Break-even: 191.58
Moneyness: 1.16
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 1.01%
Delta: 0.83
Theta: -0.04
Omega: 5.15
Rho: 0.43
 

Quote data

Open: 2.59
High: 2.59
Low: 2.59
Previous Close: 2.69
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.38%
1 Month
  -54.00%
3 Months
  -44.06%
YTD
  -51.04%
1 Year
  -39.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.16 2.53
1M High / 1M Low: 5.63 2.53
6M High / 6M Low: 6.48 2.35
High (YTD): 9/11/2024 6.48
Low (YTD): 4/19/2024 1.81
52W High: 9/11/2024 6.48
52W Low: 4/19/2024 1.81
Avg. price 1W:   2.74
Avg. volume 1W:   0.00
Avg. price 1M:   4.19
Avg. volume 1M:   0.00
Avg. price 6M:   4.33
Avg. volume 6M:   0.00
Avg. price 1Y:   4.00
Avg. volume 1Y:   0.00
Volatility 1M:   138.38%
Volatility 6M:   104.37%
Volatility 1Y:   96.98%
Volatility 3Y:   -