UBS Call 115 SNW 20.06.2025
/ DE000UP1D299
UBS Call 115 SNW 20.06.2025/ DE000UP1D299 /
| 1/24/2025 10:20:52 AM |
Chg.-0.003 |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.085EUR |
-3.41% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
115.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
UP1D29 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
8/28/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
96.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-1.51 |
| Time value: |
0.10 |
| Break-even: |
116.04 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.03 |
| Spread %: |
40.54% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
15.90 |
| Rho: |
0.06 |
Quote data
| Open: |
0.085 |
| High: |
0.085 |
| Low: |
0.085 |
| Previous Close: |
0.088 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.19% |
| 1 Month |
|
|
+203.57% |
| 3 Months |
|
|
-53.30% |
| YTD |
|
|
+150.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.088 |
0.074 |
| 1M High / 1M Low: |
0.088 |
0.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
0.088 |
| Low (YTD): |
1/2/2025 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
330.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |