UBS Call 215 SND 21.06.2024
/ CH1329470699
UBS Call 215 SND 21.06.2024/ CH1329470699 /
| 2024-05-31 7:31:47 PM |
Chg.-0.200 |
Bid7:53:35 PM |
Ask7:53:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.380EUR |
-12.66% |
1.360
Bid Size: 1,000 |
1.390
Ask Size: 1,000 |
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: |
14.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
1.37 |
| Time value: |
0.23 |
| Break-even: |
230.90 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
1.92% |
| Delta: |
0.81 |
| Theta: |
-0.13 |
| Omega: |
11.71 |
| Rho: |
0.10 |
Quote data
| Open: |
1.420 |
| High: |
1.540 |
| Low: |
1.310 |
| Previous Close: |
1.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.67% |
| 1 Month |
|
|
+94.37% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.310 |
1.450 |
| 1M High / 1M Low: |
2.310 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.894 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.610 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
