UBS Call 630 LLY 21.06.2024
/ CH1285192758
UBS Call 630 LLY 21.06.2024/ CH1285192758 /
| 2024-05-17 9:28:12 AM |
Chg.-0.450 |
Bid9:41:17 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.830EUR |
-3.15% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
630.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL8WR7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
630.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.75 |
| Intrinsic value: |
12.62 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.27 |
| Parity: |
12.62 |
| Time value: |
1.22 |
| Break-even: |
768.40 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.86 |
| Theta: |
-0.84 |
| Omega: |
4.70 |
| Rho: |
0.28 |
Quote data
| Open: |
13.850 |
| High: |
13.850 |
| Low: |
13.830 |
| Previous Close: |
14.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.29% |
| 3 Months |
|
|
-11.80% |
| YTD |
|
|
+252.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
14.550 |
11.210 |
| 6M High / 6M Low: |
17.210 |
3.560 |
| High (YTD): |
2024-02-19 |
17.210 |
| Low (YTD): |
2024-01-02 |
4.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
13.343 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
10.533 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.53% |
| Volatility 6M: |
|
154.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
