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UBS Call 435 M4I 21.06.2024/  CH1244000993  /

Frankfurt Zert./UBS
2024-06-07  7:39:41 PM Chg.+0.250 Bid9:56:37 PM Ask- Underlying Strike price Expiration date Option type
1.700EUR +17.24% -
Bid Size: -		 -
Ask Size: -		 MASTERCARD INC.A DL-... 435.00 - 2024-06-21 Call
 

Master data

WKN: UL1YSP
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MASTERCARD INC.A DL-,0001
Type: Warrant
Option type: Call
Strike price: 435.00 -
Maturity: 2024-06-21
Issue date: 2023-01-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.49
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.14
Parity: -1.86
Time value: 1.70
Break-even: 452.00
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 9.00
Spread abs.: 0.13
Spread %: 8.28%
Delta: 0.42
Theta: -0.94
Omega: 10.17
Rho: 0.06
 

Quote data

Open: 1.440
High: 1.770
Low: 1.370
Previous Close: 1.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+80.85%
1 Month
  -28.57%
3 Months
  -61.36%
YTD
  -19.81%
1 Year  
+4.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.700 0.940
1M High / 1M Low: 2.710 0.940
6M High / 6M Low: 5.860 0.940
High (YTD): 2024-03-21 5.860
Low (YTD): 2024-06-03 0.940
52W High: 2024-03-21 5.860
52W Low: 2023-10-27 0.880
Avg. price 1W:   1.286
Avg. volume 1W:   0.000
Avg. price 1M:   1.840
Avg. volume 1M:   0.000
Avg. price 6M:   3.169
Avg. volume 6M:   0.000
Avg. price 1Y:   2.597
Avg. volume 1Y:   0.000
Volatility 1M:   246.75%
Volatility 6M:   170.92%
Volatility 1Y:   146.34%
Volatility 3Y:   -