UBS Call 51 TRVC 21.06.2024
/ CH1198389319
UBS Call 51 TRVC 21.06.2024/ CH1198389319 /
2024-05-31 8:57:42 AM |
Chg.+0.02 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.01EUR |
+2.02% |
- Bid Size: - |
- Ask Size: - |
CITIGROUP INC. DL -,... |
51.00 - |
2024-06-21 |
Call |
Master data
WKN: |
UK5KGC |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
CITIGROUP INC. DL -,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
51.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-08-26 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.63 |
Intrinsic value: |
0.62 |
Implied volatility: |
1.30 |
Historic volatility: |
0.19 |
Parity: |
0.62 |
Time value: |
0.41 |
Break-even: |
61.30 |
Moneyness: |
1.12 |
Premium: |
0.07 |
Premium p.a.: |
2.36 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.70 |
Theta: |
-0.15 |
Omega: |
3.90 |
Rho: |
0.02 |
Quote data
Open: |
1.01 |
High: |
1.01 |
Low: |
1.01 |
Previous Close: |
0.99 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.62% |
1 Month |
|
|
-2.88% |
3 Months |
|
|
+80.36% |
YTD |
|
|
+180.56% |
1 Year |
|
|
+225.81% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.18 |
0.99 |
1M High / 1M Low: |
1.27 |
0.99 |
6M High / 6M Low: |
1.27 |
0.19 |
High (YTD): |
2024-05-22 |
1.27 |
Low (YTD): |
2024-01-18 |
0.30 |
52W High: |
2024-05-22 |
1.27 |
52W Low: |
2023-10-25 |
0.04 |
Avg. price 1W: |
|
1.08 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.13 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.70 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.44 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
96.74% |
Volatility 6M: |
|
182.63% |
Volatility 1Y: |
|
180.89% |
Volatility 3Y: |
|
- |