UBS Call 170 SND 21.06.2024
/ CH1278937615
UBS Call 170 SND 21.06.2024/ CH1278937615 /
| 5/17/2024 9:31:11 AM |
Chg.-0.280 |
Bid9:41:29 AM |
Ask9:38:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.010EUR |
-4.45% |
-
Bid Size: - |
-
Ask Size: - |
SCHNEIDER ELEC. INH.... |
170.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
UL85EV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
9/14/2023 |
| Last trading day: |
5/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.71 |
| Intrinsic value: |
5.69 |
| Implied volatility: |
1.32 |
| Historic volatility: |
0.21 |
| Parity: |
5.69 |
| Time value: |
0.32 |
| Break-even: |
230.00 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.03 |
| Spread %: |
0.50% |
| Delta: |
0.90 |
| Theta: |
-0.39 |
| Omega: |
3.41 |
| Rho: |
0.05 |
Quote data
| Open: |
6.010 |
| High: |
6.010 |
| Low: |
6.010 |
| Previous Close: |
6.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.44% |
| 3 Months |
|
|
+37.21% |
| YTD |
|
|
+200.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.690 |
5.700 |
| 6M High / 6M Low: |
6.690 |
1.320 |
| High (YTD): |
5/15/2024 |
6.690 |
| Low (YTD): |
1/5/2024 |
1.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.225 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.441 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.81% |
| Volatility 6M: |
|
107.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
