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UBS Call 87 SNW 17.06.2024/  CH1223935011  /

Frankfurt Zert./UBS
2024-05-31  7:40:07 PM Chg.+0.073 Bid7:51:40 PM Ask7:51:40 PM Underlying Strike price Expiration date Option type
0.310EUR +30.80% -
Bid Size: -		 -
Ask Size: -		 SANOFI SA INHABER ... 87.00 - 2024-06-17 Call
 

Master data

WKN: UK8EA9
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SANOFI SA INHABER EO 2
Type: Warrant
Option type: Call
Strike price: 87.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 23.02
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.28
Implied volatility: 0.31
Historic volatility: 0.25
Parity: 0.28
Time value: 0.11
Break-even: 90.90
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.39
Spread abs.: 0.03
Spread %: 8.33%
Delta: 0.71
Theta: -0.07
Omega: 16.42
Rho: 0.02
 

Quote data

Open: 0.209
High: 0.320
Low: 0.190
Previous Close: 0.237
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.43%
1 Month
  -29.55%
3 Months
  -13.89%
YTD
  -55.07%
1 Year
  -78.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.202
1M High / 1M Low: 0.720 0.202
6M High / 6M Low: 1.120 0.159
High (YTD): 2024-01-12 1.120
Low (YTD): 2024-04-18 0.159
52W High: 2023-10-16 2.000
52W Low: 2024-04-18 0.159
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.428
Avg. volume 1M:   0.000
Avg. price 6M:   0.521
Avg. volume 6M:   0.000
Avg. price 1Y:   0.985
Avg. volume 1Y:   0.000
Volatility 1M:   250.88%
Volatility 6M:   233.85%
Volatility 1Y:   197.83%
Volatility 3Y:   -