UBS Call 230 ADS 17.06.2024
/ DE000UM4PA88
UBS Call 230 ADS 17.06.2024/ DE000UM4PA88 /
2024-06-07 9:21:19 AM |
Chg.-0.240 |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
-45.28% |
- Bid Size: - |
- Ask Size: - |
ADIDAS AG NA O.N. |
230.00 EUR |
2024-06-17 |
Call |
Master data
WKN: |
UM4PA8 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
ADIDAS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
230.00 EUR |
Maturity: |
2024-06-17 |
Issue date: |
2024-04-25 |
Last trading day: |
2024-06-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
43.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.12 |
Implied volatility: |
0.30 |
Historic volatility: |
0.28 |
Parity: |
0.12 |
Time value: |
0.41 |
Break-even: |
235.30 |
Moneyness: |
1.01 |
Premium: |
0.02 |
Premium p.a.: |
0.90 |
Spread abs.: |
0.18 |
Spread %: |
51.43% |
Delta: |
0.56 |
Theta: |
-0.24 |
Omega: |
24.42 |
Rho: |
0.03 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.530 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-36.96% |
1 Month |
|
|
-42.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.670 |
0.290 |
1M High / 1M Low: |
0.780 |
0.181 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.534 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.461 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
573.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |