UBS Call 390 MUV2 21.06.2024
/ CH1285190554
UBS Call 390 MUV2 21.06.2024/ CH1285190554 /
| 2024-05-28 9:04:40 AM |
Chg.+0.160 |
Bid9:29:02 AM |
Ask9:29:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.550EUR |
+2.17% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
390.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL8VBV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.31 |
| Intrinsic value: |
7.21 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.17 |
| Parity: |
7.21 |
| Time value: |
0.14 |
| Break-even: |
463.50 |
| Moneyness: |
1.18 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
1.10% |
| Delta: |
0.98 |
| Theta: |
-0.09 |
| Omega: |
6.14 |
| Rho: |
0.26 |
Quote data
| Open: |
7.550 |
| High: |
7.550 |
| Low: |
7.550 |
| Previous Close: |
7.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.57% |
| 1 Month |
|
|
+143.55% |
| 3 Months |
|
|
+81.06% |
| YTD |
|
|
+413.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.390 |
6.680 |
| 1M High / 1M Low: |
7.390 |
2.080 |
| 6M High / 6M Low: |
7.390 |
1.290 |
| High (YTD): |
2024-05-27 |
7.390 |
| Low (YTD): |
2024-01-11 |
1.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.312 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.488 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.26% |
| Volatility 6M: |
|
183.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
