UBS Call 195 SND 21.06.2024
/ CH1306617791
UBS Call 195 SND 21.06.2024/ CH1306617791 /
| 16/05/2024 10:09:35 |
Chg.- |
Bid22:00:14 |
Ask22:00:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.96EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SCHNEIDER ELEC. INH.... |
195.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
UL98ZS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
16/11/2023 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.28 |
| Intrinsic value: |
3.25 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.21 |
| Parity: |
3.25 |
| Time value: |
0.60 |
| Break-even: |
233.40 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.03 |
| Spread %: |
0.79% |
| Delta: |
0.81 |
| Theta: |
-0.37 |
| Omega: |
4.77 |
| Rho: |
0.07 |
Quote data
| Open: |
3.96 |
| High: |
3.96 |
| Low: |
3.96 |
| Previous Close: |
3.93 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+80.82% |
| 3 Months |
|
|
+101.02% |
| YTD |
|
|
+518.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.96 |
2.19 |
| 6M High / 6M Low: |
3.96 |
0.31 |
| High (YTD): |
16/05/2024 |
3.96 |
| Low (YTD): |
17/01/2024 |
0.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.48 |
| Avg. volume 6M: |
|
65.77 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.20% |
| Volatility 6M: |
|
168.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
