UBS Call 205 SND 20.06.2025
/ CH1322931291
UBS Call 205 SND 20.06.2025/ CH1322931291 /
| 2024-06-03 6:18:08 PM |
Chg.-0.090 |
Bid6:18:15 PM |
Ask6:18:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.970EUR |
-2.22% |
3.960
Bid Size: 2,000 |
3.980
Ask Size: 2,000 |
SCHNEIDER ELEC. INH.... |
205.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
UM187N |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.71 |
| Intrinsic value: |
2.25 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
2.25 |
| Time value: |
1.92 |
| Break-even: |
246.60 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
0.73% |
| Delta: |
0.74 |
| Theta: |
-0.04 |
| Omega: |
4.07 |
| Rho: |
1.34 |
Quote data
| Open: |
4.220 |
| High: |
4.220 |
| Low: |
3.970 |
| Previous Close: |
4.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.17% |
| 1 Month |
|
|
+25.24% |
| 3 Months |
|
|
+47.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.680 |
4.060 |
| 1M High / 1M Low: |
4.710 |
3.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.170 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
