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

EUWAX
15/11/2024  08:31:48 Chg.-0.08 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
1.90EUR -4.04% -
Bid Size: -		 -
Ask Size: -		 American Tower Corpo... 180.00 USD 21/03/2025 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: 21/03/2025
Issue date: 19/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.22
Leverage: Yes

Calculated values

Fair value: 2.04
Intrinsic value: 1.56
Implied volatility: 0.29
Historic volatility: 0.22
Parity: 1.56
Time value: 0.71
Break-even: 193.68
Moneyness: 1.09
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 1.34%
Delta: 0.75
Theta: -0.05
Omega: 6.13
Rho: 0.40
 

Quote data

Open: 1.90
High: 1.90
Low: 1.90
Previous Close: 1.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.30%
1 Month
  -60.42%
3 Months
  -51.65%
YTD
  -58.96%
1 Year
  -48.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.42 1.85
1M High / 1M Low: 4.80 1.85
6M High / 6M Low: 5.73 1.83
High (YTD): 11/09/2024 5.73
Low (YTD): 19/04/2024 1.41
52W High: 11/09/2024 5.73
52W Low: 19/04/2024 1.41
Avg. price 1W:   2.04
Avg. volume 1W:   0.00
Avg. price 1M:   3.41
Avg. volume 1M:   0.00
Avg. price 6M:   3.63
Avg. volume 6M:   0.00
Avg. price 1Y:   3.37
Avg. volume 1Y:   0.00
Volatility 1M:   159.41%
Volatility 6M:   120.03%
Volatility 1Y:   109.35%
Volatility 3Y:   -