UBS Call 25 1TY 17.06.2024
/ CH1310031658
UBS Call 25 1TY 17.06.2024/ CH1310031658 /
| 17/05/2024 09:25:38 |
Chg.-0.050 |
Bid09:41:24 |
Ask09:36:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
-4.35% |
-
Bid Size: - |
-
Ask Size: - |
PROSUS NV EO... |
25.00 - |
17/06/2024 |
Call |
Master data
| WKN: |
UM0DWK |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PROSUS NV EO -,05 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 - |
| Maturity: |
17/06/2024 |
| Issue date: |
27/12/2023 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
2.67 |
| Historic volatility: |
0.32 |
| Parity: |
0.84 |
| Time value: |
0.27 |
| Break-even: |
36.10 |
| Moneyness: |
1.34 |
| Premium: |
0.08 |
| Premium p.a.: |
6.71 |
| Spread abs.: |
0.01 |
| Spread %: |
0.91% |
| Delta: |
0.79 |
| Theta: |
-0.18 |
| Omega: |
2.38 |
| Rho: |
0.01 |
Quote data
| Open: |
1.100 |
| High: |
1.100 |
| Low: |
1.100 |
| Previous Close: |
1.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+32.53% |
| 3 Months |
|
|
+233.33% |
| YTD |
|
|
+168.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.150 |
0.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
16/05/2024 |
1.150 |
| Low (YTD): |
05/03/2024 |
0.236 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.957 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
