UBS Call 180 SND 21.06.2024
/ CH1278937631
UBS Call 180 SND 21.06.2024/ CH1278937631 /
16/05/2024 10:15:47 |
Chg.- |
Bid22:00:15 |
Ask22:00:15 |
Underlying |
Strike price |
Expiration date |
Option type |
5.45EUR |
- |
- 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: |
4.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.88 |
Intrinsic value: |
4.86 |
Implied volatility: |
0.83 |
Historic volatility: |
0.21 |
Parity: |
4.86 |
Time value: |
0.15 |
Break-even: |
230.00 |
Moneyness: |
1.27 |
Premium: |
0.01 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.03 |
Spread %: |
0.60% |
Delta: |
0.93 |
Theta: |
-0.18 |
Omega: |
4.27 |
Rho: |
0.07 |
Quote data
Open: |
5.45 |
High: |
5.45 |
Low: |
5.45 |
Previous Close: |
5.42 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+32.28% |
3 Months |
|
|
+66.67% |
YTD |
|
|
+309.77% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
5.45 |
4.12 |
6M High / 6M Low: |
5.45 |
0.81 |
High (YTD): |
16/05/2024 |
5.45 |
Low (YTD): |
08/01/2024 |
0.81 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
5.04 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.56 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.69% |
Volatility 6M: |
|
123.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |