UBS Call 165 SND 21.06.2024
/ CH1278937607
UBS Call 165 SND 21.06.2024/ CH1278937607 /
| 2024-06-03 7:40:08 PM |
Chg.-0.100 |
Bid7:59:20 PM |
Ask7:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.130EUR |
-1.61% |
6.120
Bid Size: 1,000 |
6.150
Ask Size: 1,000 |
SCHNEIDER ELEC. INH.... |
165.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL8XLE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.28 |
| Intrinsic value: |
6.25 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.21 |
| Parity: |
6.25 |
| Time value: |
0.11 |
| Break-even: |
228.50 |
| Moneyness: |
1.38 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
0.47% |
| Delta: |
0.96 |
| Theta: |
-0.12 |
| Omega: |
3.44 |
| Rho: |
0.08 |
Quote data
| Open: |
6.330 |
| High: |
6.410 |
| Low: |
6.120 |
| Previous Close: |
6.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.14% |
| 1 Month |
|
|
+17.88% |
| 3 Months |
|
|
+28.78% |
| YTD |
|
|
+157.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.310 |
6.230 |
| 1M High / 1M Low: |
7.340 |
5.200 |
| 6M High / 6M Low: |
7.340 |
1.460 |
| High (YTD): |
2024-05-24 |
7.340 |
| Low (YTD): |
2024-01-05 |
1.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.568 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.039 |
| Avg. volume 6M: |
|
14.516 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.04% |
| Volatility 6M: |
|
94.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
