UBS Call 620 LLY 21.06.2024
/ CH1285189564
UBS Call 620 LLY 21.06.2024/ CH1285189564 /
| 2024-05-17 9:41:22 AM |
Chg.-0.240 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.740EUR |
-1.60% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
620.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL8XUJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
620.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
16.77 |
| Intrinsic value: |
16.69 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
16.69 |
| Time value: |
-1.91 |
| Break-even: |
767.80 |
| Moneyness: |
1.27 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.50 |
| Spread abs.: |
0.03 |
| Spread %: |
0.20% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
14.760 |
| High: |
14.780 |
| Low: |
14.670 |
| Previous Close: |
14.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-4.35% |
| 3 Months |
|
|
-2.83% |
| YTD |
|
|
+244.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
16.240 |
13.550 |
| 6M High / 6M Low: |
18.170 |
3.860 |
| High (YTD): |
2024-02-19 |
18.170 |
| Low (YTD): |
2024-01-02 |
4.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
14.717 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
11.560 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.20% |
| Volatility 6M: |
|
143.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
