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UBS Call 410 MUV2 21.06.2024/  CH1285190570  /

Frankfurt Zert./UBS
2024-05-28  7:07:33 PM Chg.-0.420 Bid2024-05-28 Ask2024-05-28 Underlying Strike price Expiration date Option type
5.010EUR -7.73% 5.010
Bid Size: 7,500		 5.090
Ask Size: 7,500		 MUENCH.RUECKVERS.VNA... 410.00 EUR 2024-06-21 Call
 

Master data

WKN: UL8R6J
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 410.00 EUR
Maturity: 2024-06-21
Issue date: 2023-09-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.38
Leverage: Yes

Calculated values

Fair value: 5.35
Intrinsic value: 5.25
Implied volatility: 0.36
Historic volatility: 0.17
Parity: 5.25
Time value: 0.27
Break-even: 465.20
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.08
Spread %: 1.47%
Delta: 0.92
Theta: -0.17
Omega: 7.68
Rho: 0.24
 

Quote data

Open: 5.590
High: 5.590
Low: 5.010
Previous Close: 5.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.75%
1 Month  
+194.71%
3 Months  
+94.94%
YTD  
+510.98%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.430 4.730
1M High / 1M Low: 5.430 0.920
6M High / 6M Low: 5.430 0.640
High (YTD): 2024-05-27 5.430
Low (YTD): 2024-01-11 0.640
52W High: - -
52W Low: - -
Avg. price 1W:   5.216
Avg. volume 1W:   0.000
Avg. price 1M:   3.563
Avg. volume 1M:   0.000
Avg. price 6M:   2.158
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   330.87%
Volatility 6M:   244.78%
Volatility 1Y:   -
Volatility 3Y:   -