UBS Call 24 1TY 17.06.2024
/ CH1310031641
UBS Call 24 1TY 17.06.2024/ CH1310031641 /
| 2024-05-16 9:51:08 AM |
Chg.- |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PROSUS NV EO... |
24.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UM0XQD |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PROSUS NV EO -,05 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-12-27 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
2.88 |
| Historic volatility: |
0.32 |
| Parity: |
0.94 |
| Time value: |
0.27 |
| Break-even: |
36.10 |
| Moneyness: |
1.39 |
| Premium: |
0.08 |
| Premium p.a.: |
6.71 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
0.81 |
| Theta: |
-0.19 |
| Omega: |
2.23 |
| Rho: |
0.01 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.18 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+40.70% |
| 3 Months |
|
|
+202.50% |
| YTD |
|
|
+157.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.21 |
0.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-16 |
1.21 |
| Low (YTD): |
2024-03-05 |
0.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
