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Soc. Generale Call 200 AMT 21.03..../  DE000SW3PRE9  /

EUWAX
2024-11-08  1:20:47 PM Chg.+0.07 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
1.13EUR +6.60% -
Bid Size: -		 -
Ask Size: -		 American Tower Corpo... 200.00 USD 2025-03-21 Call
 

Master data

WKN: SW3PRE
Issuer: Société Générale
Currency: EUR
Underlying: American Tower Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2025-03-21
Issue date: 2023-09-19
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.99
Leverage: Yes

Calculated values

Fair value: 1.20
Intrinsic value: 0.17
Implied volatility: 0.28
Historic volatility: 0.22
Parity: 0.17
Time value: 1.28
Break-even: 201.11
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 2.11%
Delta: 0.58
Theta: -0.06
Omega: 7.54
Rho: 0.34
 

Quote data

Open: 1.06
High: 1.13
Low: 1.06
Previous Close: 1.06
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.64%
1 Month
  -54.98%
3 Months
  -64.01%
YTD
  -67.25%
1 Year
  -40.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.92 1.06
1M High / 1M Low: 3.28 1.06
6M High / 6M Low: 4.32 1.05
High (YTD): 2024-09-11 4.32
Low (YTD): 2024-04-19 0.81
52W High: 2024-09-11 4.32
52W Low: 2024-04-19 0.81
Avg. price 1W:   1.58
Avg. volume 1W:   0.00
Avg. price 1M:   2.41
Avg. volume 1M:   0.00
Avg. price 6M:   2.41
Avg. volume 6M:   0.00
Avg. price 1Y:   2.28
Avg. volume 1Y:   0.00
Volatility 1M:   207.79%
Volatility 6M:   154.27%
Volatility 1Y:   137.40%
Volatility 3Y:   -