UBS Call 410 M4I 21.06.2024
/ CH1209930481
UBS Call 410 M4I 21.06.2024/ CH1209930481 /
| 2024-05-17 9:24:28 AM |
Chg.-0.210 |
Bid9:41:34 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.680EUR |
-4.29% |
-
Bid Size: - |
-
Ask Size: - |
MASTERCARD INC.A DL-... |
410.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK6EG9 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MASTERCARD INC.A DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
410.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-15 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
1.25 |
| Historic volatility: |
0.14 |
| Parity: |
0.19 |
| Time value: |
4.49 |
| Break-even: |
456.80 |
| Moneyness: |
1.00 |
| Premium: |
0.11 |
| Premium p.a.: |
7.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.21% |
| Delta: |
0.56 |
| Theta: |
-1.27 |
| Omega: |
4.97 |
| Rho: |
0.09 |
Quote data
| Open: |
4.680 |
| High: |
4.680 |
| Low: |
4.680 |
| Previous Close: |
4.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+28.57% |
| 3 Months |
|
|
-25.71% |
| YTD |
|
|
+32.20% |
| 1 Year |
|
|
+63.07% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.890 |
3.820 |
| 6M High / 6M Low: |
7.960 |
2.820 |
| High (YTD): |
2024-03-21 |
7.960 |
| Low (YTD): |
2024-01-08 |
3.050 |
| 52W High: |
2024-03-21 |
7.960 |
| 52W Low: |
2023-10-27 |
1.530 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.419 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.092 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.046 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
132.29% |
| Volatility 6M: |
|
108.51% |
| Volatility 1Y: |
|
105.81% |
| Volatility 3Y: |
|
- |
