OverviewChartNewsTraderScreen

UBS Call 4.5 TKA 17.06.2024/  DE000UK916J1  /

Frankfurt Zert./UBS
2024-05-31  12:10:41 PM Chg.-0.027 Bid2:30:43 PM Ask2:30:43 PM Underlying Strike price Expiration date Option type
0.172EUR -13.57% -
Bid Size: -		 -
Ask Size: -		 THYSSENKRUPP AG O.N. 4.50 EUR 2024-06-17 Call
 

Master data

WKN: UK916J
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: THYSSENKRUPP AG O.N.
Type: Warrant
Option type: Call
Strike price: 4.50 EUR
Maturity: 2024-06-17
Issue date: 2022-12-01
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 22.63
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.03
Implied volatility: 0.49
Historic volatility: 0.32
Parity: 0.03
Time value: 0.17
Break-even: 4.70
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 1.36
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.55
Theta: -0.01
Omega: 12.43
Rho: 0.00
 

Quote data

Open: 0.172
High: 0.172
Low: 0.172
Previous Close: 0.199
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -42.67%
1 Month
  -63.40%
3 Months
  -68.73%
YTD
  -87.63%
1 Year
  -86.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.172
1M High / 1M Low: 0.590 0.172
6M High / 6M Low: 1.600 0.172
High (YTD): 2024-01-11 1.480
Low (YTD): 2024-05-31 0.172
52W High: 2023-11-23 1.650
52W Low: 2024-05-31 0.172
Avg. price 1W:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.406
Avg. volume 1M:   0.000
Avg. price 6M:   0.828
Avg. volume 6M:   0.000
Avg. price 1Y:   1.159
Avg. volume 1Y:   0.000
Volatility 1M:   195.15%
Volatility 6M:   158.61%
Volatility 1Y:   115.94%
Volatility 3Y:   -