UBS Call 28 1TY 17.06.2024
/ CH1297162278
UBS Call 28 1TY 17.06.2024/ CH1297162278 /
| 2024-05-16 10:05:15 AM |
Chg.- |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PROSUS NV EO... |
28.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL7ZEC |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PROSUS NV EO -,05 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
2.07 |
| Historic volatility: |
0.32 |
| Parity: |
0.54 |
| Time value: |
0.27 |
| Break-even: |
36.10 |
| Moneyness: |
1.19 |
| Premium: |
0.08 |
| Premium p.a.: |
6.71 |
| Spread abs.: |
0.01 |
| Spread %: |
1.25% |
| Delta: |
0.74 |
| Theta: |
-0.16 |
| Omega: |
3.04 |
| Rho: |
0.01 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+65.31% |
| 3 Months |
|
|
+387.95% |
| YTD |
|
|
+234.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.810 |
0.510 |
| 6M High / 6M Low: |
0.810 |
0.121 |
| High (YTD): |
2024-05-16 |
0.810 |
| Low (YTD): |
2024-03-07 |
0.121 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.638 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.299 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.48% |
| Volatility 6M: |
|
209.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
