UBS Call 51 TRVC 21.06.2024
/ CH1198389319
UBS Call 51 TRVC 21.06.2024/ CH1198389319 /
| 2024-05-31 9:56:29 PM |
Chg.+0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
+2.91% |
-
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: |
1.010 |
| High: |
1.060 |
| Low: |
0.980 |
| Previous Close: |
1.030 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.40% |
| 1 Month |
|
|
+8.16% |
| 3 Months |
|
|
+82.76% |
| YTD |
|
|
+194.44% |
| 1 Year |
|
|
+265.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
1.030 |
| 1M High / 1M Low: |
1.300 |
0.980 |
| 6M High / 6M Low: |
1.300 |
0.187 |
| High (YTD): |
2024-05-21 |
1.300 |
| Low (YTD): |
2024-01-18 |
0.320 |
| 52W High: |
2024-05-21 |
1.300 |
| 52W Low: |
2023-10-25 |
0.044 |
| Avg. price 1W: |
|
1.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.139 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.704 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.438 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
99.34% |
| Volatility 6M: |
|
152.08% |
| Volatility 1Y: |
|
155.15% |
| Volatility 3Y: |
|
- |
