UBS Call 190 ADS 17.06.2024
/ CH1261655257
UBS Call 190 ADS 17.06.2024/ CH1261655257 /
| 2024-06-07 9:54:35 PM |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.040EUR |
-0.25% |
-
Bid Size: - |
-
Ask Size: - |
ADIDAS AG NA O.N. |
190.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL3DA1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ADIDAS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-04-04 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.14 |
| Intrinsic value: |
4.12 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.28 |
| Parity: |
4.12 |
| Time value: |
0.13 |
| Break-even: |
232.50 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.20 |
| Spread %: |
4.94% |
| Delta: |
0.93 |
| Theta: |
-0.24 |
| Omega: |
5.05 |
| Rho: |
0.05 |
Quote data
| Open: |
4.030 |
| High: |
4.100 |
| Low: |
3.880 |
| Previous Close: |
4.050 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.58% |
| 1 Month |
|
|
+23.17% |
| 3 Months |
|
|
+254.39% |
| YTD |
|
|
+190.65% |
| 1 Year |
|
|
+292.23% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.280 |
4.040 |
| 1M High / 1M Low: |
4.280 |
3.120 |
| 6M High / 6M Low: |
4.330 |
0.410 |
| High (YTD): |
2024-04-29 |
4.330 |
| Low (YTD): |
2024-01-19 |
0.410 |
| 52W High: |
2024-04-29 |
4.330 |
| 52W Low: |
2024-01-19 |
0.410 |
| Avg. price 1W: |
|
4.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.754 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.007 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.738 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
110.81% |
| Volatility 6M: |
|
240.40% |
| Volatility 1Y: |
|
210.30% |
| Volatility 3Y: |
|
- |
