UBS Call 24 ZAL 21.06.2024
/ CH1278941724
UBS Call 24 ZAL 21.06.2024/ CH1278941724 /
| 2024-06-03 12:21:51 PM |
Chg.+0.007 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+6.80% |
-
Bid Size: - |
-
Ask Size: - |
ZALANDO SE |
24.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL803Y |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.48 |
| Parity: |
0.03 |
| Time value: |
0.11 |
| Break-even: |
25.33 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
1.42 |
| Spread abs.: |
0.03 |
| Spread %: |
29.13% |
| Delta: |
0.56 |
| Theta: |
-0.03 |
| Omega: |
10.28 |
| Rho: |
0.01 |
Quote data
| Open: |
0.107 |
| High: |
0.115 |
| Low: |
0.101 |
| Previous Close: |
0.103 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.79% |
| 1 Month |
|
|
-32.52% |
| 3 Months |
|
|
+64.18% |
| YTD |
|
|
-43.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.103 |
0.076 |
| 1M High / 1M Low: |
0.310 |
0.049 |
| 6M High / 6M Low: |
0.430 |
0.027 |
| High (YTD): |
2024-04-17 |
0.430 |
| Low (YTD): |
2024-01-19 |
0.027 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.140 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.161 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
422.63% |
| Volatility 6M: |
|
353.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
