UBS Call 200 SND 21.06.2024/  CH1319917873  /

Frankfurt Zert./UBS
2024-05-16  7:31:06 PM Chg.-0.390 Bid7:53:39 PM Ask7:53:39 PM Underlying Strike price Expiration date Option type
3.310EUR -10.54% 3.280
Bid Size: 1,000
3.310
Ask Size: 1,000
SCHNEIDER ELEC. INH.... 200.00 EUR 2024-06-21 Call
 

Master data

WKN: UM2DPF
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SCHNEIDER ELEC. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 200.00 EUR
Maturity: 2024-06-21
Issue date: 2024-02-01
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.24
Leverage: Yes

Calculated values

Fair value: 3.74
Intrinsic value: 3.66
Implied volatility: 0.34
Historic volatility: 0.21
Parity: 3.66
Time value: 0.13
Break-even: 237.90
Moneyness: 1.18
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 0.80%
Delta: 0.95
Theta: -0.06
Omega: 5.94
Rho: 0.18
 

Quote data

Open: 3.730
High: 3.730
Low: 3.280
Previous Close: 3.700
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.88%
1 Month  
+123.65%
3 Months  
+169.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.700 3.040
1M High / 1M Low: 3.700 1.350
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.380
Avg. volume 1W:   0.000
Avg. price 1M:   2.217
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -