UBS Call 200 SND 20.09.2024
/ CH1319917923
UBS Call 200 SND 20.09.2024/ CH1319917923 /
| 08/08/2024 21:46:16 |
Chg.+0.190 |
Bid21:46:16 |
Ask21:46:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.490EUR |
+14.62% |
1.490
Bid Size: 1,000 |
1.520
Ask Size: 1,000 |
SCHNEIDER ELEC. INH.... |
200.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
UM2G7L |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
0.94 |
| Time value: |
0.46 |
| Break-even: |
213.90 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.08 |
| Spread %: |
6.11% |
| Delta: |
0.72 |
| Theta: |
-0.09 |
| Omega: |
10.78 |
| Rho: |
0.16 |
Quote data
| Open: |
1.380 |
| High: |
1.510 |
| Low: |
1.240 |
| Previous Close: |
1.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.86% |
| 1 Month |
|
|
-54.57% |
| 3 Months |
|
|
-52.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.750 |
0.990 |
| 1M High / 1M Low: |
3.780 |
0.990 |
| 6M High / 6M Low: |
4.070 |
0.990 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.559 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.568 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.75% |
| Volatility 6M: |
|
166.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
