UBS Call 690 LLY 21.06.2024
/ CH1285192808
UBS Call 690 LLY 21.06.2024/ CH1285192808 /
| 6/7/2024 5:31:33 PM |
Chg.+1.400 |
Bid5:43:45 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.950EUR |
+10.33% |
14.810
Bid Size: 25,000 |
-
Ask Size: - |
ELI LILLY |
690.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
UL8WQV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
690.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
9/14/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.00 |
| Intrinsic value: |
7.87 |
| Implied volatility: |
1.59 |
| Historic volatility: |
0.27 |
| Parity: |
7.87 |
| Time value: |
5.69 |
| Break-even: |
825.60 |
| Moneyness: |
1.11 |
| Premium: |
0.07 |
| Premium p.a.: |
5.43 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.69 |
| Theta: |
-3.04 |
| Omega: |
3.93 |
| Rho: |
0.15 |
Quote data
| Open: |
13.780 |
| High: |
15.140 |
| Low: |
13.570 |
| Previous Close: |
13.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.74% |
| 1 Month |
|
|
+60.93% |
| 3 Months |
|
|
+34.08% |
| YTD |
|
|
+552.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.190 |
12.180 |
| 1M High / 1M Low: |
14.190 |
7.200 |
| 6M High / 6M Low: |
14.190 |
2.110 |
| High (YTD): |
6/5/2024 |
14.190 |
| Low (YTD): |
1/2/2024 |
2.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.725 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.636 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.41% |
| Volatility 6M: |
|
190.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
