UBS Call 61 CCC3 21.06.2024
/ CH1240322912
UBS Call 61 CCC3 21.06.2024/ CH1240322912 /
| 2024-05-23 7:30:09 PM |
Chg.-0.058 |
Bid9:16:28 PM |
Ask9:16:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.153EUR |
-27.49% |
0.131
Bid Size: 100,000 |
0.191
Ask Size: 100,000 |
COCA-COLA CO. D... |
61.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL1BYX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
COCA-COLA CO. DL-,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
61.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-12-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.12 |
| Parity: |
-0.28 |
| Time value: |
0.23 |
| Break-even: |
63.26 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
1.86 |
| Spread abs.: |
0.01 |
| Spread %: |
4.63% |
| Delta: |
0.41 |
| Theta: |
-0.06 |
| Omega: |
10.49 |
| Rho: |
0.02 |
Quote data
| Open: |
0.210 |
| High: |
0.213 |
| Low: |
0.153 |
| Previous Close: |
0.211 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.33% |
| 1 Month |
|
|
+23.39% |
| 3 Months |
|
|
-49.00% |
| YTD |
|
|
-41.15% |
| 1 Year |
|
|
-72.68% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.192 |
| 1M High / 1M Low: |
0.280 |
0.124 |
| 6M High / 6M Low: |
0.310 |
0.054 |
| High (YTD): |
2024-01-15 |
0.310 |
| Low (YTD): |
2024-04-16 |
0.054 |
| 52W High: |
2023-07-26 |
0.600 |
| 52W Low: |
2024-04-16 |
0.054 |
| Avg. price 1W: |
|
0.223 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.213 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.220 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.305 |
| Avg. volume 1Y: |
|
3.906 |
| Volatility 1M: |
|
205.86% |
| Volatility 6M: |
|
177.89% |
| Volatility 1Y: |
|
153.19% |
| Volatility 3Y: |
|
- |
