UBS Call 220 SND 20.12.2024
/ CH1329477082
UBS Call 220 SND 20.12.2024/ CH1329477082 /
| 2024-10-31 7:36:22 PM |
Chg.-0.340 |
Bid7:59:11 PM |
Ask7:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.290EUR |
-12.93% |
2.290
Bid Size: 1,000 |
2.320
Ask Size: 1,000 |
SCHNEIDER ELEC. INH.... |
220.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UM3HXE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
2.23 |
| Time value: |
0.35 |
| Break-even: |
245.80 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
0.83 |
| Theta: |
-0.08 |
| Omega: |
7.81 |
| Rho: |
0.24 |
Quote data
| Open: |
2.450 |
| High: |
2.490 |
| Low: |
2.160 |
| Previous Close: |
2.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.26% |
| 1 Month |
|
|
-6.91% |
| 3 Months |
|
|
+25.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.030 |
2.610 |
| 1M High / 1M Low: |
3.210 |
2.290 |
| 6M High / 6M Low: |
3.210 |
0.950 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.669 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.222 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.68% |
| Volatility 6M: |
|
178.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
