UBS Call 220 SND 21.06.2024
/ CH1329470707
UBS Call 220 SND 21.06.2024/ CH1329470707 /
| 2024-05-29 9:20:15 AM |
Chg.-0.070 |
Bid10:17:03 AM |
Ask10:17:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.370EUR |
-4.86% |
1.300
Bid Size: 5,000 |
1.310
Ask Size: 5,000 |
SCHNEIDER ELEC. INH.... |
220.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM3DKY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
1.27 |
| Time value: |
0.19 |
| Break-even: |
234.60 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
2.10% |
| Delta: |
0.83 |
| Theta: |
-0.10 |
| Omega: |
13.23 |
| Rho: |
0.11 |
Quote data
| Open: |
1.380 |
| High: |
1.380 |
| Low: |
1.370 |
| Previous Close: |
1.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.72% |
| 1 Month |
|
|
+132.20% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.840 |
1.380 |
| 1M High / 1M Low: |
1.840 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
