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Soc. Generale Call 220 AMT 21.03..../  DE000SW3PRG4  /

Frankfurt Zert./SG
03/09/2024  16:21:28 Chg.+0.280 Bid17:10:42 Ask17:10:42 Underlying Strike price Expiration date Option type
2.120EUR +15.22% 2.260
Bid Size: 40,000		 2.280
Ask Size: 40,000		 American Tower Corpo... 220.00 USD 21/03/2025 Call
 

Master data

WKN: SW3PRG
Issuer: Société Générale
Currency: EUR
Underlying: American Tower Corporation
Type: Warrant
Option type: Call
Strike price: 220.00 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: 10.17
Leverage: Yes

Calculated values

Fair value: 1.75
Intrinsic value: 0.37
Implied volatility: 0.27
Historic volatility: 0.23
Parity: 0.37
Time value: 1.62
Break-even: 218.69
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 1.02%
Delta: 0.61
Theta: -0.05
Omega: 6.24
Rho: 0.57
 

Quote data

Open: 1.820
High: 2.120
Low: 1.710
Previous Close: 1.840
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.07%
1 Month
  -24.56%
3 Months  
+114.14%
YTD
  -13.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.980 1.810
1M High / 1M Low: 2.600 1.530
6M High / 6M Low: 2.810 0.440
High (YTD): 02/08/2024 2.810
Low (YTD): 30/04/2024 0.440
52W High: - -
52W Low: - -
Avg. price 1W:   1.892
Avg. volume 1W:   0.000
Avg. price 1M:   1.959
Avg. volume 1M:   0.000
Avg. price 6M:   1.169
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.22%
Volatility 6M:   167.17%
Volatility 1Y:   -
Volatility 3Y:   -