UBS Call 240 V 21.06.2024
/ DE000UL1EPN1
UBS Call 240 V 21.06.2024/ DE000UL1EPN1 /
| 2024-06-03 10:09:12 AM |
Chg.0.000 |
Bid10:09:12 AM |
Ask10:09:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
0.00% |
1.100
Bid Size: 7,500 |
1.120
Ask Size: 7,500 |
Visa Inc |
240.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
UL1EPN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Visa Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-12-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
22.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.03 |
| Intrinsic value: |
2.99 |
| Implied volatility: |
- |
| Historic volatility: |
0.12 |
| Parity: |
2.99 |
| Time value: |
-1.88 |
| Break-even: |
232.25 |
| Moneyness: |
1.14 |
| Premium: |
-0.07 |
| Premium p.a.: |
-0.79 |
| Spread abs.: |
0.01 |
| Spread %: |
0.91% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.100 |
| High: |
1.100 |
| Low: |
1.100 |
| Previous Close: |
1.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.77% |
| 3 Months |
|
|
+5.77% |
| YTD |
|
|
+26.44% |
| 1 Year |
|
|
+74.60% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
1.090 |
| 1M High / 1M Low: |
1.110 |
1.060 |
| 6M High / 6M Low: |
1.110 |
0.830 |
| High (YTD): |
2024-05-22 |
1.110 |
| Low (YTD): |
2024-01-03 |
0.850 |
| 52W High: |
2024-05-22 |
1.110 |
| 52W Low: |
2023-06-14 |
0.590 |
| Avg. price 1W: |
|
1.098 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.000 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.847 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
11.18% |
| Volatility 6M: |
|
20.39% |
| Volatility 1Y: |
|
33.37% |
| Volatility 3Y: |
|
- |
