UBS Call 180 SND 21.06.2024
/ CH1278937631
UBS Call 180 SND 21.06.2024/ CH1278937631 /
17/05/2024 09:20:30 |
Chg.-0.210 |
Bid09:41:29 |
Ask09:38:54 |
Underlying |
Strike price |
Expiration date |
Option type |
5.090EUR |
-3.96% |
- Bid Size: - |
- Ask Size: - |
SCHNEIDER ELEC. INH.... |
180.00 - |
21/06/2024 |
Call |
Master data
WKN: |
UL8ZRK |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 - |
Maturity: |
21/06/2024 |
Issue date: |
14/09/2023 |
Last trading day: |
20/05/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.78 |
Intrinsic value: |
4.75 |
Implied volatility: |
0.84 |
Historic volatility: |
0.21 |
Parity: |
4.75 |
Time value: |
0.26 |
Break-even: |
230.00 |
Moneyness: |
1.26 |
Premium: |
0.01 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.03 |
Spread %: |
0.60% |
Delta: |
0.90 |
Theta: |
-0.21 |
Omega: |
4.11 |
Rho: |
0.09 |
Quote data
Open: |
5.090 |
High: |
5.090 |
Low: |
5.090 |
Previous Close: |
5.300 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+36.83% |
3 Months |
|
|
+51.94% |
YTD |
|
|
+279.85% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
5.700 |
3.720 |
6M High / 6M Low: |
5.700 |
0.720 |
High (YTD): |
15/05/2024 |
5.700 |
Low (YTD): |
08/01/2024 |
0.810 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
4.908 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.553 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.88% |
Volatility 6M: |
|
129.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |