UBS Call 400 MUV2 21.06.2024
/ CH1285190562
UBS Call 400 MUV2 21.06.2024/ CH1285190562 /
| 2024-05-28 11:01:32 AM |
Chg.+0.080 |
Bid11:01:32 AM |
Ask11:01:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.500EUR |
+1.25% |
6.500
Bid Size: 25,000 |
6.540
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: |
6.380 |
| High: |
6.590 |
| Low: |
6.360 |
| Previous Close: |
6.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.50% |
| 1 Month |
|
|
+174.26% |
| 3 Months |
|
|
+95.20% |
| YTD |
|
|
+501.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.420 |
5.570 |
| 1M High / 1M Low: |
6.420 |
1.480 |
| 6M High / 6M Low: |
6.420 |
0.940 |
| High (YTD): |
2024-05-27 |
6.420 |
| Low (YTD): |
2024-01-11 |
0.940 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.454 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.814 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.71% |
| Volatility 6M: |
|
218.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
