UBS Call 205 SND 20.12.2024
/ CH1322928792
UBS Call 205 SND 20.12.2024/ CH1322928792 /
| 11/12/2024 9:19:16 AM |
Chg.-0.18 |
Bid9:38:33 PM |
Ask9:38:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.13EUR |
-4.18% |
3.60
Bid Size: 1,000 |
3.63
Ask Size: 1,000 |
SCHNEIDER ELEC. INH.... |
205.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
UM2MS5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.45 |
| Intrinsic value: |
4.38 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
4.38 |
| Time value: |
0.12 |
| Break-even: |
250.00 |
| Moneyness: |
1.21 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
0.67% |
| Delta: |
0.96 |
| Theta: |
-0.05 |
| Omega: |
5.29 |
| Rho: |
0.20 |
Quote data
| Open: |
4.13 |
| High: |
4.13 |
| Low: |
4.13 |
| Previous Close: |
4.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.53% |
| 1 Month |
|
|
+6.72% |
| 3 Months |
|
|
+112.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.36 |
3.14 |
| 1M High / 1M Low: |
4.51 |
3.14 |
| 6M High / 6M Low: |
4.51 |
1.60 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.51% |
| Volatility 6M: |
|
150.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
