UBS Call 115 SNW 20.09.2024
/ CH1285179714
UBS Call 115 SNW 20.09.2024/ CH1285179714 /
| 7/15/2024 10:22:12 AM |
Chg.+0.008 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.011EUR |
+266.67% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
115.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
UL8YLC |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/14/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
195.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
-1.71 |
| Time value: |
0.05 |
| Break-even: |
115.50 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
4.58 |
| Spread abs.: |
0.04 |
| Spread %: |
354.55% |
| Delta: |
0.10 |
| Theta: |
-0.03 |
| Omega: |
19.16 |
| Rho: |
0.01 |
Quote data
| Open: |
0.003 |
| High: |
0.013 |
| Low: |
0.002 |
| Previous Close: |
0.003 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+266.67% |
| YTD |
|
|
-74.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
0.020 |
0.001 |
| High (YTD): |
1/11/2024 |
0.102 |
| Low (YTD): |
7/9/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
0.005 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
3,001.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
