OverviewChartNewsTraderScreen

UBS Call 400 MUV2 21.06.2024/  CH1285190562  /

Frankfurt Zert./UBS
2024-05-28  11:14:31 AM Chg.0.000 Bid11:36:32 AM Ask11:36:32 AM Underlying Strike price Expiration date Option type
6.410EUR 0.00% 6.390
Bid Size: 25,000		 6.430
Ask Size: 25,000		 MUENCH.RUECKVERS.VNA... 400.00 EUR 2024-06-21 Call
 

Master data

WKN: UL80UF
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 400.00 EUR
Maturity: 2024-06-21
Issue date: 2023-09-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.12
Leverage: Yes

Calculated values

Fair value: 6.35
Intrinsic value: 6.25
Implied volatility: 0.40
Historic volatility: 0.17
Parity: 6.25
Time value: 0.25
Break-even: 465.00
Moneyness: 1.16
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.08
Spread %: 1.25%
Delta: 0.93
Theta: -0.17
Omega: 6.63
Rho: 0.24
 

Quote data

Open: 6.560
High: 6.560
Low: 6.410
Previous Close: 6.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.72%
1 Month  
+172.77%
3 Months  
+93.66%
YTD  
+488.07%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.410 5.690
1M High / 1M Low: 6.410 1.430
6M High / 6M Low: 6.410 0.920
High (YTD): 2024-05-27 6.410
Low (YTD): 2024-01-11 0.920
52W High: - -
52W Low: - -
Avg. price 1W:   6.198
Avg. volume 1W:   0.000
Avg. price 1M:   4.414
Avg. volume 1M:   0.000
Avg. price 6M:   2.781
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   275.19%
Volatility 6M:   212.33%
Volatility 1Y:   -
Volatility 3Y:   -