UBS Call 185 SND 21.03.2025
/ CH1322928818
UBS Call 185 SND 21.03.2025/ CH1322928818 /
| 2024-06-19 11:12:38 AM |
Chg.-0.120 |
Bid11:12:38 AM |
Ask11:12:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.310EUR |
-2.21% |
5.310
Bid Size: 5,000 |
5.320
Ask Size: 5,000 |
SCHNEIDER ELEC. INH.... |
185.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM17VN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.96 |
| Intrinsic value: |
4.26 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
4.26 |
| Time value: |
1.20 |
| Break-even: |
239.60 |
| Moneyness: |
1.23 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.55% |
| Delta: |
0.83 |
| Theta: |
-0.04 |
| Omega: |
3.45 |
| Rho: |
1.01 |
Quote data
| Open: |
5.450 |
| High: |
5.450 |
| Low: |
5.220 |
| Previous Close: |
5.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.38% |
| 1 Month |
|
|
+0.76% |
| 3 Months |
|
|
+27.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.130 |
4.830 |
| 1M High / 1M Low: |
6.130 |
4.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.480 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
