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UBS Call 430 M4I 21.06.2024/  CH1234562812  /

UBS Investment Bank
2024-05-31  9:56:47 PM Chg.+0.340 Bid- Ask- Underlying Strike price Expiration date Option type
1.860EUR +22.37% -
Bid Size: -		 -
Ask Size: -		 MASTERCARD INC.A DL-... 430.00 - 2024-06-21 Call
 

Master data

WKN: UK9NY0
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MASTERCARD INC.A DL-,0001
Type: Warrant
Option type: Call
Strike price: 430.00 -
Maturity: 2024-06-21
Issue date: 2022-12-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.33
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.14
Parity: -2.18
Time value: 1.55
Break-even: 445.50
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 3.58
Spread abs.: 0.03
Spread %: 1.97%
Delta: 0.40
Theta: -0.57
Omega: 10.41
Rho: 0.08
 

Quote data

Open: 1.390
High: 1.860
Low: 1.280
Previous Close: 1.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.22%
1 Month
  -35.64%
3 Months
  -65.30%
YTD
  -21.52%
1 Year  
+1.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.220 1.520
1M High / 1M Low: 3.100 1.520
6M High / 6M Low: 6.240 1.520
High (YTD): 2024-03-21 6.240
Low (YTD): 2024-05-30 1.520
52W High: 2024-03-21 6.240
52W Low: 2023-10-27 0.980
Avg. price 1W:   1.826
Avg. volume 1W:   0.000
Avg. price 1M:   2.501
Avg. volume 1M:   0.000
Avg. price 6M:   3.543
Avg. volume 6M:   0.000
Avg. price 1Y:   2.870
Avg. volume 1Y:   0.000
Volatility 1M:   195.02%
Volatility 6M:   135.81%
Volatility 1Y:   126.70%
Volatility 3Y:   -