UBS Call 630 LLY 21.06.2024
/ CH1285192758
UBS Call 630 LLY 21.06.2024/ CH1285192758 /
2024-05-17 9:41:17 AM |
Chg.-0.230 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
13.840EUR |
-1.63% |
- 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: |
13.870 |
Low: |
13.770 |
Previous Close: |
14.070 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-9.66% |
3 Months |
|
|
-15.09% |
YTD |
|
|
+253.06% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
15.330 |
10.860 |
6M High / 6M Low: |
17.340 |
3.540 |
High (YTD): |
2024-02-19 |
17.340 |
Low (YTD): |
2024-01-02 |
4.270 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
13.507 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
10.596 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
178.86% |
Volatility 6M: |
|
146.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |