UBS Call 210 ADS 17.06.2024
/ CH1306618369
UBS Call 210 ADS 17.06.2024/ CH1306618369 /
| 2024-05-31 7:33:37 PM |
Chg.-0.070 |
Bid9:53:42 PM |
Ask9:53:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.150EUR |
-3.15% |
-
Bid Size: - |
-
Ask Size: - |
ADIDAS AG NA O.N. |
210.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UL9Z9M |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ADIDAS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-11-16 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.21 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.29 |
| Parity: |
2.15 |
| Time value: |
0.16 |
| Break-even: |
233.10 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.09 |
| Spread %: |
4.05% |
| Delta: |
0.88 |
| Theta: |
-0.15 |
| Omega: |
8.81 |
| Rho: |
0.08 |
Quote data
| Open: |
2.170 |
| High: |
2.170 |
| Low: |
2.080 |
| Previous Close: |
2.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.52% |
| 1 Month |
|
|
+9.14% |
| 3 Months |
|
|
+377.78% |
| YTD |
|
|
+216.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.220 |
1.280 |
| 1M High / 1M Low: |
2.230 |
1.280 |
| 6M High / 6M Low: |
2.540 |
0.050 |
| High (YTD): |
2024-04-29 |
2.540 |
| Low (YTD): |
2024-02-01 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.756 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.918 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.74% |
| Volatility 6M: |
|
651.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
