UBS Call 410 MUV2 21.06.2024
/ CH1285190570
UBS Call 410 MUV2 21.06.2024/ CH1285190570 /
| 2024-05-27 9:41:59 PM |
Chg.+0.130 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.440EUR |
+2.45% |
-
Bid Size: - |
-
Ask Size: - |
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: |
8.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.32 |
| Intrinsic value: |
5.21 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
5.21 |
| Time value: |
0.18 |
| Break-even: |
463.90 |
| Moneyness: |
1.13 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.08 |
| Spread %: |
1.51% |
| Delta: |
0.95 |
| Theta: |
-0.11 |
| Omega: |
8.15 |
| Rho: |
0.26 |
Quote data
| Open: |
5.310 |
| High: |
5.750 |
| Low: |
5.210 |
| Previous Close: |
5.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.34% |
| 1 Month |
|
|
+216.28% |
| 3 Months |
|
|
+132.48% |
| YTD |
|
|
+606.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.430 |
4.610 |
| 1M High / 1M Low: |
5.430 |
0.960 |
| 6M High / 6M Low: |
5.430 |
0.650 |
| High (YTD): |
2024-05-22 |
5.430 |
| Low (YTD): |
2024-01-11 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.501 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.154 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
340.28% |
| Volatility 6M: |
|
255.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
