UBS Call 200 SND 20.06.2025
/ CH1322928909
UBS Call 200 SND 20.06.2025/ CH1322928909 /
| 1/9/2025 4:45:23 PM |
Chg.+0.280 |
Bid4:52:47 PM |
Ask4:52:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.010EUR |
+4.89% |
6.030
Bid Size: 2,500 |
6.040
Ask Size: 2,500 |
SCHNEIDER ELEC. INH.... |
200.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
UM2N1F |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.48 |
| Intrinsic value: |
5.14 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
5.14 |
| Time value: |
0.63 |
| Break-even: |
257.70 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.52% |
| Delta: |
0.88 |
| Theta: |
-0.05 |
| Omega: |
3.83 |
| Rho: |
0.72 |
Quote data
| Open: |
5.770 |
| High: |
6.010 |
| Low: |
5.730 |
| Previous Close: |
5.730 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.42% |
| 1 Month |
|
|
+8.48% |
| 3 Months |
|
|
+14.26% |
| YTD |
|
|
+28.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.900 |
4.680 |
| 1M High / 1M Low: |
5.900 |
4.680 |
| 6M High / 6M Low: |
5.900 |
2.590 |
| High (YTD): |
1/7/2025 |
5.900 |
| Low (YTD): |
1/2/2025 |
4.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.167 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.580 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.71% |
| Volatility 6M: |
|
105.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |