UBS Call 230 SND 21.06.2024
/ CH1329470723
UBS Call 230 SND 21.06.2024/ CH1329470723 /
2024-06-14 11:33:05 AM |
Chg.-0.681 |
Bid11:37:30 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.149EUR |
-82.05% |
0.145 Bid Size: 5,000 |
- Ask Size: - |
SCHNEIDER ELEC. INH.... |
230.00 - |
2024-06-21 |
Call |
Master data
WKN: |
UM2VET |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
230.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2024-03-04 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
67.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.22 |
Parity: |
-0.04 |
Time value: |
0.34 |
Break-even: |
233.40 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
1.33 |
Spread abs.: |
-0.02 |
Spread %: |
-5.56% |
Delta: |
0.50 |
Theta: |
-0.26 |
Omega: |
33.70 |
Rho: |
0.02 |
Quote data
Open: |
0.188 |
High: |
0.188 |
Low: |
0.149 |
Previous Close: |
0.830 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-46.79% |
1 Month |
|
|
-80.65% |
3 Months |
|
|
-66.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.830 |
0.206 |
1M High / 1M Low: |
0.930 |
0.206 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.397 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.538 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,121.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |