UBS Call 610 LLY 21.06.2024
/ CH1285189556
UBS Call 610 LLY 21.06.2024/ CH1285189556 /
| 2024-05-17 9:28:08 AM |
Chg.-0.430 |
Bid9:41:34 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.650EUR |
-2.67% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
610.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL85NU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
610.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.74 |
| Intrinsic value: |
14.62 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.27 |
| Parity: |
14.62 |
| Time value: |
1.03 |
| Break-even: |
766.50 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.06% |
| Delta: |
0.89 |
| Theta: |
-0.77 |
| Omega: |
4.28 |
| Rho: |
0.28 |
Quote data
| Open: |
15.670 |
| High: |
15.670 |
| Low: |
15.650 |
| Previous Close: |
16.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-7.18% |
| 3 Months |
|
|
-9.59% |
| YTD |
|
|
+236.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
16.370 |
13.050 |
| 6M High / 6M Low: |
18.920 |
4.250 |
| High (YTD): |
2024-02-19 |
18.920 |
| Low (YTD): |
2024-01-02 |
4.920 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
15.165 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
11.925 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.84% |
| Volatility 6M: |
|
141.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
