UBS Call 225 SND 21.06.2024
/ CH1329470715
UBS Call 225 SND 21.06.2024/ CH1329470715 /
| 2024-06-03 4:46:12 PM |
Chg.-0.030 |
Bid5:06:57 PM |
Ask5:06:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-5.00% |
0.550
Bid Size: 5,000 |
0.560
Ask Size: 5,000 |
SCHNEIDER ELEC. INH.... |
225.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM3BF4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
33.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.25 |
| Time value: |
0.44 |
| Break-even: |
231.80 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.03 |
| Spread %: |
4.62% |
| Delta: |
0.60 |
| Theta: |
-0.16 |
| Omega: |
19.99 |
| Rho: |
0.06 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.570 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.82% |
| 1 Month |
|
|
+67.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.320 |
0.600 |
| 1M High / 1M Low: |
1.370 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.878 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.889 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
332.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
