UBS Call 205 SND 20.12.2024
/ CH1322928792
UBS Call 205 SND 20.12.2024/ CH1322928792 /
| 18/06/2024 21:53:29 |
Chg.+0.300 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.450EUR |
+9.52% |
-
Bid Size: - |
-
Ask Size: - |
SCHNEIDER ELEC. INH.... |
205.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM2MS5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.68 |
| Intrinsic value: |
1.81 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
1.81 |
| Time value: |
1.37 |
| Break-even: |
236.80 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
0.95% |
| Delta: |
0.72 |
| Theta: |
-0.06 |
| Omega: |
5.02 |
| Rho: |
0.65 |
Quote data
| Open: |
3.430 |
| High: |
3.470 |
| Low: |
3.220 |
| Previous Close: |
3.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.15% |
| 1 Month |
|
|
+3.29% |
| 3 Months |
|
|
+41.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.080 |
2.920 |
| 1M High / 1M Low: |
4.080 |
2.920 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.497 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
