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UBS Call 4.5 TKA 17.06.2024/  DE000UK9Z0U1  /

EUWAX
2024-05-30  10:38:35 AM Chg.- Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.195EUR - -
Bid Size: -		 -
Ask Size: -		 THYSSENKRUPP AG O.N. 4.50 EUR 2024-06-17 Call
 

Master data

WKN: UK9Z0U
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: 22.52
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: 0.18
Break-even: 4.70
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 1.38
Spread abs.: 0.01
Spread %: 5.24%
Delta: 0.55
Theta: -0.01
Omega: 12.37
Rho: 0.00
 

Quote data

Open: 0.195
High: 0.195
Low: 0.195
Previous Close: 0.199
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.78%
1 Month
  -55.68%
3 Months
  -51.25%
YTD
  -77.06%
1 Year
  -73.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.195
1M High / 1M Low: 0.540 0.195
6M High / 6M Low: 0.930 0.195
High (YTD): 2024-01-11 0.900
Low (YTD): 2024-05-30 0.195
52W High: 2023-12-01 0.930
52W Low: 2024-05-30 0.195
Avg. price 1W:   0.269
Avg. volume 1W:   0.000
Avg. price 1M:   0.381
Avg. volume 1M:   0.000
Avg. price 6M:   0.576
Avg. volume 6M:   0.000
Avg. price 1Y:   0.713
Avg. volume 1Y:   0.000
Volatility 1M:   350.78%
Volatility 6M:   179.76%
Volatility 1Y:   128.26%
Volatility 3Y:   -