It is also correct to say "Such an amazing movie." Neither example is a complete sentence, as the subject is implied. Here are complete sentences: "That was such an amazing movie" or "what an amazing movie that was. " In conversation the complete sentence is not necessary, and either is correct and equivalent.

What an amazing movie = correct I wouldn’t say “what such an amazing movie”. I would say “that was/is such an amazing movie.” The word “such” just means “very” in this context. Hope that helps 😁

Where did you find the example "What such an amazing movie!" ? I think it's not a grammatically correct sentence.

Thank you so much