UBS Call 220 SND 21.06.2024
/ CH1329470707
UBS Call 220 SND 21.06.2024/ CH1329470707 /
| 2024-06-03 6:37:18 PM |
Chg.-0.170 |
Bid6:37:18 PM |
Ask6:37:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-16.67% |
0.850
Bid Size: 2,000 |
0.870
Ask Size: 2,000 |
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: |
21.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
0.75 |
| Time value: |
0.31 |
| Break-even: |
230.50 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.03 |
| Spread %: |
2.94% |
| Delta: |
0.72 |
| Theta: |
-0.15 |
| Omega: |
15.56 |
| Rho: |
0.08 |
Quote data
| Open: |
1.090 |
| High: |
1.190 |
| Low: |
0.830 |
| Previous Close: |
1.020 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.78% |
| 1 Month |
|
|
+63.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.800 |
1.020 |
| 1M High / 1M Low: |
1.820 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.267 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
