UBS Call 4 TKA 17.06.2024
/ DE000UK9ZS93
UBS Call 4 TKA 17.06.2024/ DE000UK9ZS93 /
2024-06-06 12:36:30 PM |
Chg.+0.020 |
Bid12:57:58 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
+3.85% |
- Bid Size: - |
- Ask Size: - |
THYSSENKRUPP AG O.N. |
4.00 EUR |
2024-06-17 |
Call |
Master data
WKN: |
UK9ZS9 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
THYSSENKRUPP AG O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.00 EUR |
Maturity: |
2024-06-17 |
Issue date: |
2022-12-01 |
Last trading day: |
2024-06-14 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
8.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.47 |
Implied volatility: |
0.86 |
Historic volatility: |
0.32 |
Parity: |
0.47 |
Time value: |
0.08 |
Break-even: |
4.55 |
Moneyness: |
1.12 |
Premium: |
0.02 |
Premium p.a.: |
0.88 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.80 |
Theta: |
-0.01 |
Omega: |
6.55 |
Rho: |
0.00 |
Quote data
Open: |
0.570 |
High: |
0.570 |
Low: |
0.530 |
Previous Close: |
0.520 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.47% |
1 Month |
|
|
-23.94% |
3 Months |
|
|
+5.88% |
YTD |
|
|
-41.94% |
1 Year |
|
|
-36.47% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.520 |
1M High / 1M Low: |
0.840 |
0.520 |
6M High / 6M Low: |
0.970 |
0.480 |
High (YTD): |
2024-01-11 |
0.970 |
Low (YTD): |
2024-04-25 |
0.480 |
52W High: |
2024-01-11 |
0.970 |
52W Low: |
2024-04-25 |
0.480 |
Avg. price 1W: |
|
0.567 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.707 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.737 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.818 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
139.16% |
Volatility 6M: |
|
101.57% |
Volatility 1Y: |
|
73.21% |
Volatility 3Y: |
|
- |