UBS Call 60 KO 21.06.2024
/ CH1326118853
UBS Call 60 KO 21.06.2024/ CH1326118853 /
| 2024-05-27 9:41:57 AM |
Chg.+0.009 |
Bid4:05:18 PM |
Ask4:05:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.231EUR |
+4.05% |
0.206
Bid Size: 50,000 |
0.226
Ask Size: 50,000 |
Coca Cola Company |
60.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
UM1N2M |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Coca Cola Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.12 |
| Parity: |
0.18 |
| Time value: |
0.04 |
| Break-even: |
57.57 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
4.65% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
20.49 |
| Rho: |
0.03 |
Quote data
| Open: |
0.231 |
| High: |
0.231 |
| Low: |
0.231 |
| Previous Close: |
0.222 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.00% |
| 1 Month |
|
|
-3.75% |
| 3 Months |
|
|
-27.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.222 |
| 1M High / 1M Low: |
0.360 |
0.222 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.290 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
