UBS Call 195 SND 21.03.2025
/ CH1322928834
UBS Call 195 SND 21.03.2025/ CH1322928834 /
| 1/9/2025 4:49:32 PM |
Chg.+0.300 |
Bid4:49:32 PM |
Ask4:49:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.210EUR |
+5.08% |
6.210
Bid Size: 2,500 |
6.220
Ask Size: 2,500 |
SCHNEIDER ELEC. INH.... |
195.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UM2P7L |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.75 |
| Intrinsic value: |
5.64 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.24 |
| Parity: |
5.64 |
| Time value: |
0.30 |
| Break-even: |
254.40 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.51% |
| Delta: |
0.92 |
| Theta: |
-0.06 |
| Omega: |
3.90 |
| Rho: |
0.33 |
Quote data
| Open: |
5.860 |
| High: |
6.220 |
| Low: |
5.740 |
| Previous Close: |
5.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.78% |
| 1 Month |
|
|
+10.50% |
| 3 Months |
|
|
+14.15% |
| YTD |
|
|
+28.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.100 |
4.860 |
| 1M High / 1M Low: |
6.100 |
4.790 |
| 6M High / 6M Low: |
6.100 |
2.590 |
| High (YTD): |
1/7/2025 |
6.100 |
| Low (YTD): |
1/2/2025 |
4.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.286 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.678 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.88% |
| Volatility 6M: |
|
105.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |