UBS Call 185 SND 21.06.2024
/ CH1297157013
UBS Call 185 SND 21.06.2024/ CH1297157013 /
2024-05-17 9:26:24 AM |
Chg.-0.250 |
Bid9:41:29 AM |
Ask9:39:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
4.550EUR |
-5.21% |
- Bid Size: - |
- Ask Size: - |
SCHNEIDER ELEC. INH.... |
185.00 - |
2024-06-21 |
Call |
Master data
WKN: |
UL8K5M |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
185.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-10-10 |
Last trading day: |
2024-05-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.48 |
Intrinsic value: |
4.42 |
Implied volatility: |
0.73 |
Historic volatility: |
0.21 |
Parity: |
4.42 |
Time value: |
0.43 |
Break-even: |
233.40 |
Moneyness: |
1.24 |
Premium: |
0.02 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.03 |
Spread %: |
0.62% |
Delta: |
0.87 |
Theta: |
-0.18 |
Omega: |
4.11 |
Rho: |
0.13 |
Quote data
Open: |
4.550 |
High: |
4.550 |
Low: |
4.550 |
Previous Close: |
4.800 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.95% |
1 Month |
|
|
+69.78% |
3 Months |
|
|
+104.96% |
YTD |
|
|
+325.23% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.190 |
4.550 |
1M High / 1M Low: |
5.190 |
2.480 |
6M High / 6M Low: |
5.190 |
0.430 |
High (YTD): |
2024-05-15 |
5.190 |
Low (YTD): |
2024-01-09 |
0.620 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.857 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.875 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.055 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.84% |
Volatility 6M: |
|
140.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |