UBS Call 25.5 ZAL 21.06.2024
/ CH1278941757
UBS Call 25.5 ZAL 21.06.2024/ CH1278941757 /
| 2024-06-03 11:29:46 AM |
Chg.+0.001 |
Bid12:06:37 PM |
Ask12:06:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
+2.56% |
0.041
Bid Size: 10,000 |
0.100
Ask Size: 10,000 |
ZALANDO SE |
25.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL8RY9 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.48 |
| Parity: |
-0.13 |
| Time value: |
0.10 |
| Break-even: |
26.50 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
5.04 |
| Spread abs.: |
0.07 |
| Spread %: |
194.12% |
| Delta: |
0.41 |
| Theta: |
-0.04 |
| Omega: |
9.85 |
| Rho: |
0.00 |
Quote data
| Open: |
0.037 |
| High: |
0.040 |
| Low: |
0.037 |
| Previous Close: |
0.039 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
-59.18% |
| 3 Months |
|
|
-21.57% |
| YTD |
|
|
-72.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.039 |
0.027 |
| 1M High / 1M Low: |
0.223 |
0.015 |
| 6M High / 6M Low: |
0.340 |
0.015 |
| High (YTD): |
2024-04-17 |
0.340 |
| Low (YTD): |
2024-05-23 |
0.015 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.115 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
563.01% |
| Volatility 6M: |
|
448.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
