UBS Call 250 SND 20.12.2024
/ DE000UM5K3E6
UBS Call 250 SND 20.12.2024/ DE000UM5K3E6 /
| 2024-10-31 7:33:11 PM |
Chg.-0.120 |
Bid7:52:04 PM |
Ask7:52:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-18.46% |
0.530
Bid Size: 1,000 |
0.560
Ask Size: 1,000 |
SCHNEIDER ELEC. INH.... |
250.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM5K3E |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
35.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
-0.77 |
| Time value: |
0.69 |
| Break-even: |
256.90 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
0.41 |
| Theta: |
-0.10 |
| Omega: |
14.53 |
| Rho: |
0.13 |
Quote data
| Open: |
0.590 |
| High: |
0.600 |
| Low: |
0.480 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.40% |
| 1 Month |
|
|
-33.75% |
| 3 Months |
|
|
-14.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.650 |
| 1M High / 1M Low: |
1.100 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.820 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
