UBS Call 730 LLY 21.06.2024
/ CH1306631750
UBS Call 730 LLY 21.06.2024/ CH1306631750 /
| 2024-06-07 7:28:10 PM |
Chg.+1.630 |
Bid9:56:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.510EUR |
+16.50% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
730.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL9V84 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
730.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.30 |
| Intrinsic value: |
3.87 |
| Implied volatility: |
1.39 |
| Historic volatility: |
0.27 |
| Parity: |
3.87 |
| Time value: |
6.40 |
| Break-even: |
832.70 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
7.04 |
| Spread abs.: |
0.36 |
| Spread %: |
3.63% |
| Delta: |
0.63 |
| Theta: |
-2.87 |
| Omega: |
4.71 |
| Rho: |
0.15 |
Quote data
| Open: |
10.130 |
| High: |
11.770 |
| Low: |
9.920 |
| Previous Close: |
9.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.06% |
| 1 Month |
|
|
+86.85% |
| 3 Months |
|
|
+59.20% |
| YTD |
|
|
+606.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.510 |
9.690 |
| 1M High / 1M Low: |
11.510 |
4.380 |
| 6M High / 6M Low: |
11.510 |
1.520 |
| High (YTD): |
2024-06-07 |
11.510 |
| Low (YTD): |
2024-01-02 |
1.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.602 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.545 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.12% |
| Volatility 6M: |
|
232.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
