UBS Call 215 SND 21.06.2024
/ CH1329470699
UBS Call 215 SND 21.06.2024/ CH1329470699 /
2024-06-14 3:15:48 PM |
Chg.-0.620 |
Bid3:18:44 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.930EUR |
-40.00% |
0.940 Bid Size: 5,000 |
- Ask Size: - |
SCHNEIDER ELEC. INH.... |
215.00 - |
2024-06-21 |
Call |
Master data
WKN: |
UM3BES |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
215.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2024-03-04 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
13.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.48 |
Intrinsic value: |
1.47 |
Implied volatility: |
0.65 |
Historic volatility: |
0.22 |
Parity: |
1.47 |
Time value: |
0.29 |
Break-even: |
232.50 |
Moneyness: |
1.07 |
Premium: |
0.01 |
Premium p.a.: |
0.90 |
Spread abs.: |
0.18 |
Spread %: |
11.47% |
Delta: |
0.78 |
Theta: |
-0.45 |
Omega: |
10.27 |
Rho: |
0.03 |
Quote data
Open: |
1.180 |
High: |
1.180 |
Low: |
0.880 |
Previous Close: |
1.550 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-30.08% |
1 Month |
|
|
-52.55% |
3 Months |
|
|
-7.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.550 |
1.160 |
1M High / 1M Low: |
2.310 |
1.150 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.347 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.686 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
253.75% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |