UBS Call 82 SNW 20.09.2024
/ CH1302932855
UBS Call 82 SNW 20.09.2024/ CH1302932855 /
| 2024-07-15 10:11:19 AM |
Chg.-0.010 |
Bid10:25:55 AM |
Ask10:25:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.330EUR |
-0.75% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
82.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UL9JBK |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
1.60 |
| Time value: |
-0.26 |
| Break-even: |
95.40 |
| Moneyness: |
1.19 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
0.75% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.320 |
| High: |
1.330 |
| Low: |
1.310 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+29.13% |
| YTD |
|
|
+18.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
1.340 |
0.560 |
| High (YTD): |
2024-01-12 |
1.600 |
| Low (YTD): |
2024-04-18 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
0.931 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
143.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
