UBS Call 110 SNW 20.09.2024
/ CH1272044673
UBS Call 110 SNW 20.09.2024/ CH1272044673 /
| 15/07/2024 10:14:34 |
Chg.-0.002 |
Bid10:28:27 |
Ask10:28:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.029EUR |
-6.45% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
110.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UL6CYV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
15/06/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
195.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-1.21 |
| Time value: |
0.05 |
| Break-even: |
110.50 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
2.52 |
| Spread abs.: |
0.02 |
| Spread %: |
61.29% |
| Delta: |
0.12 |
| Theta: |
-0.03 |
| Omega: |
23.16 |
| Rho: |
0.01 |
Quote data
| Open: |
0.029 |
| High: |
0.029 |
| Low: |
0.029 |
| Previous Close: |
0.031 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+20.83% |
| YTD |
|
|
-63.29% |
| 1 Year |
|
|
-91.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
0.052 |
0.001 |
| High (YTD): |
12/01/2024 |
0.170 |
| Low (YTD): |
28/06/2024 |
0.001 |
| 52W High: |
12/10/2023 |
0.600 |
| 52W Low: |
28/06/2024 |
0.001 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
0.020 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.144 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
3,882.21% |
| Volatility 1Y: |
|
2,606.72% |
| Volatility 3Y: |
|
- |
