UBS Call 185 SND 20.12.2024
/ CH1319917949
UBS Call 185 SND 20.12.2024/ CH1319917949 /
2024-05-31 9:53:10 PM |
Chg.-0.110 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.030EUR |
-2.14% |
- Bid Size: - |
- Ask Size: - |
SCHNEIDER ELEC. INH.... |
185.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
UM2KD7 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
185.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-01 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.72 |
Intrinsic value: |
4.25 |
Implied volatility: |
0.32 |
Historic volatility: |
0.21 |
Parity: |
4.25 |
Time value: |
0.82 |
Break-even: |
235.60 |
Moneyness: |
1.23 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.03 |
Spread %: |
0.60% |
Delta: |
0.86 |
Theta: |
-0.04 |
Omega: |
3.86 |
Rho: |
0.80 |
Quote data
Open: |
5.150 |
High: |
5.180 |
Low: |
4.880 |
Previous Close: |
5.140 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.13% |
1 Month |
|
|
+34.85% |
3 Months |
|
|
+44.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.690 |
5.010 |
1M High / 1M Low: |
5.690 |
3.720 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.266 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.026 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
76.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |