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Soc. Generale Call 160 AMT 20.12..../  DE000SW3WGN9  /

Frankfurt Zert./SG
6/7/2024  9:44:52 PM Chg.-0.380 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
3.660EUR -9.41% 3.660
Bid Size: 2,000		 3.680
Ask Size: 2,000		 American Tower Corpo... 160.00 USD 12/20/2024 Call
 

Master data

WKN: SW3WGN
Issuer: Société Générale
Currency: EUR
Underlying: American Tower Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 12/20/2024
Issue date: 9/25/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.90
Leverage: Yes

Calculated values

Fair value: 3.59
Intrinsic value: 3.17
Implied volatility: 0.26
Historic volatility: 0.23
Parity: 3.17
Time value: 0.50
Break-even: 184.83
Moneyness: 1.21
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.55%
Delta: 0.89
Theta: -0.03
Omega: 4.34
Rho: 0.66
 

Quote data

Open: 3.850
High: 3.870
Low: 3.630
Previous Close: 4.040
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.14%
1 Month  
+16.56%
3 Months
  -25.15%
YTD
  -36.68%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.180 3.660
1M High / 1M Low: 4.180 2.860
6M High / 6M Low: 6.050 2.100
High (YTD): 1/2/2024 6.050
Low (YTD): 4/30/2024 2.100
52W High: - -
52W Low: - -
Avg. price 1W:   3.932
Avg. volume 1W:   0.000
Avg. price 1M:   3.425
Avg. volume 1M:   0.000
Avg. price 6M:   3.944
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.41%
Volatility 6M:   97.10%
Volatility 1Y:   -
Volatility 3Y:   -