UBS Call 405 M4I 21.06.2024
/ CH1209930473
UBS Call 405 M4I 21.06.2024/ CH1209930473 /
| 2024-05-17 9:30:46 AM |
Chg.-0.180 |
Bid9:41:34 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.120EUR |
-3.40% |
-
Bid Size: - |
-
Ask Size: - |
MASTERCARD INC.A DL-... |
405.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK57D8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MASTERCARD INC.A DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
405.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-15 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
1.57 |
| Historic volatility: |
0.14 |
| Parity: |
1.23 |
| Time value: |
3.89 |
| Break-even: |
456.20 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
18.26 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.60 |
| Theta: |
-2.02 |
| Omega: |
4.88 |
| Rho: |
0.06 |
Quote data
| Open: |
5.130 |
| High: |
5.130 |
| Low: |
5.120 |
| Previous Close: |
5.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+2.81% |
| 3 Months |
|
|
-24.37% |
| YTD |
|
|
+33.68% |
| 1 Year |
|
|
+89.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.300 |
4.410 |
| 6M High / 6M Low: |
8.400 |
3.370 |
| High (YTD): |
2024-03-21 |
8.400 |
| Low (YTD): |
2024-01-08 |
3.370 |
| 52W High: |
2024-03-21 |
8.400 |
| 52W Low: |
2023-10-27 |
1.700 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.993 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.594 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.395 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
165.30% |
| Volatility 6M: |
|
101.48% |
| Volatility 1Y: |
|
100.21% |
| Volatility 3Y: |
|
- |
