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UBS Call 430 M4I 21.06.2024/  CH1234562812  /

UBS Investment Bank
2024-06-11  5:48:29 PM Chg.-0.170 Bid5:48:29 PM Ask- Underlying Strike price Expiration date Option type
1.710EUR -9.04% 1.710
Bid Size: 50,000		 -
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: 22.20
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.87
Historic volatility: 0.14
Parity: -1.26
Time value: 1.88
Break-even: 448.80
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 13.13
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.45
Theta: -1.21
Omega: 9.98
Rho: 0.05
 

Quote data

Open: 1.800
High: 1.860
Low: 1.540
Previous Close: 1.880
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.88%
1 Month
  -41.64%
3 Months
  -63.62%
YTD
  -27.85%
1 Year
  -4.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.990 1.600
1M High / 1M Low: 3.100 1.490
6M High / 6M Low: 6.240 1.490
High (YTD): 2024-03-21 6.240
Low (YTD): 2024-06-03 1.490
52W High: 2024-03-21 6.240
52W Low: 2023-10-27 0.980
Avg. price 1W:   1.814
Avg. volume 1W:   0.000
Avg. price 1M:   2.246
Avg. volume 1M:   0.000
Avg. price 6M:   3.531
Avg. volume 6M:   0.000
Avg. price 1Y:   2.869
Avg. volume 1Y:   0.000
Volatility 1M:   181.14%
Volatility 6M:   141.56%
Volatility 1Y:   127.91%
Volatility 3Y:   -