UBS Call 185 SND 21.06.2024
/ CH1297157013
UBS Call 185 SND 21.06.2024/ CH1297157013 /
| 17/05/2024 09:26:24 |
Chg.-0.250 |
Bid09:41:29 |
Ask09:39:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.550EUR |
-5.21% |
-
Bid Size: - |
-
Ask Size: - |
SCHNEIDER ELEC. INH.... |
185.00 - |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.48 |
| Intrinsic value: |
4.47 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.22 |
| Parity: |
4.47 |
| Time value: |
0.05 |
| Break-even: |
230.10 |
| Moneyness: |
1.24 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
0.89% |
| Delta: |
0.97 |
| Theta: |
-0.15 |
| Omega: |
4.94 |
| Rho: |
0.03 |
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 |
|
|
0.00% |
| 1 Month |
|
|
-6.95% |
| 3 Months |
|
|
+37.88% |
| YTD |
|
|
+325.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.190 |
4.550 |
| 6M High / 6M Low: |
5.190 |
0.620 |
| High (YTD): |
15/05/2024 |
5.190 |
| Low (YTD): |
09/01/2024 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.857 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.289 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.52% |
| Volatility 6M: |
|
143.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
