OverviewChartNewsTraderScreen

UBS Call 64 CCC3 21.06.2024/  CH1240322946  /

UBS Investment Bank
2024-05-27  6:03:51 PM Chg.-0.004 Bid6:03:51 PM Ask6:03:51 PM Underlying Strike price Expiration date Option type
0.012EUR -25.00% 0.012
Bid Size: 50,000		 0.100
Ask Size: 50,000		 COCA-COLA CO. D... 64.00 - 2024-06-21 Call
 

Master data

WKN: UL1AW6
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: COCA-COLA CO. DL-,25
Type: Warrant
Option type: Call
Strike price: 64.00 -
Maturity: 2024-06-21
Issue date: 2022-12-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 57.16
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.12
Parity: -0.68
Time value: 0.10
Break-even: 65.00
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 5.53
Spread abs.: 0.08
Spread %: 525.00%
Delta: 0.23
Theta: -0.05
Omega: 13.28
Rho: 0.01
 

Quote data

Open: 0.011
High: 0.019
Low: 0.009
Previous Close: 0.016
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -70.00%
1 Month
  -76.47%
3 Months
  -90.08%
YTD
  -91.61%
1 Year
  -96.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.001
1M High / 1M Low: 0.092 0.001
6M High / 6M Low: 0.202 0.001
High (YTD): 2024-01-12 0.184
Low (YTD): 2024-05-23 0.001
52W High: 2023-07-26 0.450
52W Low: 2024-05-23 0.001
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.101
Avg. volume 6M:   0.000
Avg. price 1Y:   0.181
Avg. volume 1Y:   0.000
Volatility 1M:   5,476.94%
Volatility 6M:   2,116.79%
Volatility 1Y:   1,497.87%
Volatility 3Y:   -