The word "what"is an "exclamative", and the whole sentence is an "exclamative clause". Note that "exclamations" and "exclamatory sentences" are just any sentences that end with an exclamation mark. All the sources that I've read consider "what" and "how" to be exclamatives. Other sources also include "such" and "so" ("Such a nice young man!"), but "such" and "so" follow slightly different rules, so other sources put them in a different group. Here is an easy webpage on exclamatives: https://www.englishclub.com/grammar/sentence/type-exclamative.htm And here is a much more detailed and difficult paper: https://www.tandfonline.com/doi/pdf/10.1080/00437956.2005.11432550