UBS Call 175 SND 21.06.2024
/ CH1278937623
UBS Call 175 SND 21.06.2024/ CH1278937623 /
| 16/05/2024 10:15:47 |
Chg.+0.03 |
Bid22:00:13 |
Ask22:00:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.95EUR |
+0.51% |
-
Bid Size: - |
-
Ask Size: - |
SCHNEIDER ELEC. INH.... |
175.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
UL85F7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
14/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.23 |
| Intrinsic value: |
6.16 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.21 |
| Parity: |
6.16 |
| Time value: |
0.12 |
| Break-even: |
237.80 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
0.48% |
| Delta: |
0.97 |
| Theta: |
-0.06 |
| Omega: |
3.65 |
| Rho: |
0.16 |
Quote data
| Open: |
5.95 |
| High: |
5.95 |
| Low: |
5.95 |
| Previous Close: |
5.92 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.98% |
| 1 Month |
|
|
+70.49% |
| 3 Months |
|
|
+97.67% |
| YTD |
|
|
+265.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.92 |
5.22 |
| 1M High / 1M Low: |
5.92 |
3.38 |
| 6M High / 6M Low: |
5.92 |
0.72 |
| High (YTD): |
15/05/2024 |
5.92 |
| Low (YTD): |
08/01/2024 |
1.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.68% |
| Volatility 6M: |
|
114.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
