UBS Call 27 1TY 17.06.2024
/ CH1297162260
UBS Call 27 1TY 17.06.2024/ CH1297162260 /
| 2024-05-17 9:23:36 AM |
Chg.-0.040 |
Bid9:39:02 AM |
Ask9:34:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-4.21% |
-
Bid Size: - |
-
Ask Size: - |
PROSUS NV EO... |
27.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL8LXA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PROSUS NV EO -,05 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
2.27 |
| Historic volatility: |
0.32 |
| Parity: |
0.64 |
| Time value: |
0.27 |
| Break-even: |
36.10 |
| Moneyness: |
1.24 |
| Premium: |
0.08 |
| Premium p.a.: |
6.71 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
0.76 |
| Theta: |
-0.17 |
| Omega: |
2.78 |
| Rho: |
0.01 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+42.19% |
| 3 Months |
|
|
+325.23% |
| YTD |
|
|
+203.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.950 |
0.620 |
| 6M High / 6M Low: |
0.950 |
0.139 |
| High (YTD): |
2024-05-16 |
0.950 |
| Low (YTD): |
2024-03-05 |
0.139 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.765 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.363 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.42% |
| Volatility 6M: |
|
192.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
