OverviewChartNewsTraderScreen

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

EUWAX
10/11/2024  8:28:53 AM Chg.-0.08 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
3.86EUR -2.03% -
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: 4.83
Leverage: Yes

Calculated values

Fair value: 3.91
Intrinsic value: 3.59
Implied volatility: 0.32
Historic volatility: 0.22
Parity: 3.59
Time value: 0.56
Break-even: 206.11
Moneyness: 1.22
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 1.22%
Delta: 0.86
Theta: -0.04
Omega: 4.17
Rho: 0.58
 

Quote data

Open: 3.86
High: 3.86
Low: 3.86
Previous Close: 3.94
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.52%
1 Month
  -30.07%
3 Months  
+15.92%
YTD
  -16.63%
1 Year  
+113.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.24 3.86
1M High / 1M Low: 5.52 3.86
6M High / 6M Low: 5.73 1.41
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:   4.07
Avg. volume 1W:   0.00
Avg. price 1M:   4.85
Avg. volume 1M:   0.00
Avg. price 6M:   3.32
Avg. volume 6M:   0.00
Avg. price 1Y:   3.26
Avg. volume 1Y:   0.00
Volatility 1M:   74.71%
Volatility 6M:   109.94%
Volatility 1Y:   114.24%
Volatility 3Y:   -