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UBS Call 350 M4I 21.06.2024/  CH1209957732  /

Frankfurt Zert./UBS
2024-05-17  9:34:24 AM Chg.-0.170 Bid9:41:09 AM Ask- Underlying Strike price Expiration date Option type
10.130EUR -1.65% -
Bid Size: -		 -
Ask Size: -		 MASTERCARD INC.A DL-... 350.00 - 2024-06-21 Call
 

Master data

WKN: UK6PFR
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MASTERCARD INC.A DL-,0001
Type: Warrant
Option type: Call
Strike price: 350.00 -
Maturity: 2024-06-21
Issue date: 2022-08-15
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.06
Leverage: Yes

Calculated values

Fair value: 6.26
Intrinsic value: 6.19
Implied volatility: 1.96
Historic volatility: 0.14
Parity: 6.19
Time value: 3.96
Break-even: 451.50
Moneyness: 1.18
Premium: 0.10
Premium p.a.: 5.42
Spread abs.: -0.15
Spread %: -1.46%
Delta: 0.72
Theta: -1.69
Omega: 2.94
Rho: 0.10
 

Quote data

Open: 10.130
High: 10.130
Low: 10.130
Previous Close: 10.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+11.81%
3 Months
  -16.63%
YTD  
+28.39%
1 Year  
+65.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 10.300 9.060
6M High / 6M Low: 13.250 6.890
High (YTD): 2024-03-21 13.250
Low (YTD): 2024-01-05 7.350
52W High: 2024-03-21 13.250
52W Low: 2023-10-27 4.400
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   9.812
Avg. volume 1M:   0.000
Avg. price 6M:   10.081
Avg. volume 6M:   0.000
Avg. price 1Y:   8.312
Avg. volume 1Y:   0.000
Volatility 1M:   56.96%
Volatility 6M:   60.57%
Volatility 1Y:   65.07%
Volatility 3Y:   -