OverviewChartNewsTraderScreen

Soc. Generale Call 230 AMT 21.03..../  DE000SW3PRH2  /

EUWAX
07/10/2024  13:13:10 Chg.-0.39 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
1.06EUR -26.90% -
Bid Size: -		 -
Ask Size: -		 American Tower Corpo... 230.00 USD 21/03/2025 Call
 

Master data

WKN: SW3PRH
Issuer: Société Générale
Currency: EUR
Underlying: American Tower Corporation
Type: Warrant
Option type: Call
Strike price: 230.00 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: 16.58
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.23
Parity: -0.58
Time value: 1.23
Break-even: 221.95
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 1.65%
Delta: 0.50
Theta: -0.05
Omega: 8.32
Rho: 0.41
 

Quote data

Open: 1.11
High: 1.11
Low: 1.06
Previous Close: 1.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.57%
1 Month
  -42.08%
3 Months  
+85.96%
YTD
  -48.54%
1 Year  
+73.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.62 1.45
1M High / 1M Low: 2.36 1.45
6M High / 6M Low: 2.36 0.34
High (YTD): 11/09/2024 2.36
Low (YTD): 29/04/2024 0.34
52W High: 11/09/2024 2.36
52W Low: 29/04/2024 0.34
Avg. price 1W:   1.54
Avg. volume 1W:   0.00
Avg. price 1M:   1.85
Avg. volume 1M:   0.00
Avg. price 6M:   1.00
Avg. volume 6M:   0.00
Avg. price 1Y:   1.11
Avg. volume 1Y:   0.00
Volatility 1M:   122.62%
Volatility 6M:   186.12%
Volatility 1Y:   169.80%
Volatility 3Y:   -