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Soc. Generale Call 180 AMT 21.03..../  DE000SW3PRC3  /

EUWAX
11/8/2024  1:20:47 PM Chg.+0.11 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
2.27EUR +5.09% -
Bid Size: -		 -
Ask Size: -		 American Tower Corpo... 180.00 USD 3/21/2025 Call
 

Master data

WKN: SW3PRC
Issuer: Société Générale
Currency: EUR
Underlying: American Tower Corporation
Type: Warrant
Option type: Call
Strike price: 180.00 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: 6.87
Leverage: Yes

Calculated values

Fair value: 2.45
Intrinsic value: 2.03
Implied volatility: 0.32
Historic volatility: 0.22
Parity: 2.03
Time value: 0.71
Break-even: 195.35
Moneyness: 1.12
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 1.48%
Delta: 0.77
Theta: -0.05
Omega: 5.32
Rho: 0.43
 

Quote data

Open: 2.16
High: 2.27
Low: 2.16
Previous Close: 2.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.44%
1 Month
  -42.39%
3 Months
  -49.78%
YTD
  -50.97%
1 Year
  -17.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.32 2.16
1M High / 1M Low: 4.80 2.16
6M High / 6M Low: 5.73 1.83
High (YTD): 9/11/2024 5.73
Low (YTD): 4/19/2024 1.41
52W High: 9/11/2024 5.73
52W Low: 4/19/2024 1.41
Avg. price 1W:   2.85
Avg. volume 1W:   0.00
Avg. price 1M:   3.83
Avg. volume 1M:   0.00
Avg. price 6M:   3.64
Avg. volume 6M:   0.00
Avg. price 1Y:   3.39
Avg. volume 1Y:   0.00
Volatility 1M:   163.45%
Volatility 6M:   118.91%
Volatility 1Y:   109.24%
Volatility 3Y:   -