UBS Call 640 LLY 21.06.2024
/ CH1285192766
UBS Call 640 LLY 21.06.2024/ CH1285192766 /
| 2024-05-17 9:41:17 AM |
Chg.-0.230 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.940EUR |
-1.75% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
640.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL8Y5Y |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
640.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.78 |
| Intrinsic value: |
14.69 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
14.69 |
| Time value: |
-1.75 |
| Break-even: |
769.40 |
| Moneyness: |
1.23 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.47 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
12.950 |
| High: |
12.970 |
| Low: |
12.870 |
| Previous Close: |
13.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-4.71% |
| 3 Months |
|
|
-4.92% |
| YTD |
|
|
+261.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
14.430 |
11.760 |
| 6M High / 6M Low: |
16.520 |
3.240 |
| High (YTD): |
2024-02-19 |
16.520 |
| Low (YTD): |
2024-01-02 |
3.920 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
12.913 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
10.188 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.51% |
| Volatility 6M: |
|
156.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
