UBS Call 400 MUV2 21.06.2024
/ CH1285190562
UBS Call 400 MUV2 21.06.2024/ CH1285190562 /
| 2024-05-27 9:41:59 PM |
Chg.+0.130 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.420EUR |
+2.07% |
-
Bid Size: - |
-
Ask Size: - |
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: |
7.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.31 |
| Intrinsic value: |
6.21 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
6.21 |
| Time value: |
0.16 |
| Break-even: |
463.70 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
1.27% |
| Delta: |
0.96 |
| Theta: |
-0.10 |
| Omega: |
7.00 |
| Rho: |
0.26 |
Quote data
| Open: |
6.280 |
| High: |
6.730 |
| Low: |
6.180 |
| Previous Close: |
6.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.22% |
| 1 Month |
|
|
+170.89% |
| 3 Months |
|
|
+92.79% |
| YTD |
|
|
+494.44% |
| 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: |
|
- |
