UBS Call 740 LLY 21.06.2024
/ CH1322964904
UBS Call 740 LLY 21.06.2024/ CH1322964904 /
| 6/7/2024 7:31:44 PM |
Chg.+1.670 |
Bid9:56:59 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.660EUR |
+18.58% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
740.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
UM2KF9 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
740.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
2/8/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.49 |
| Intrinsic value: |
2.87 |
| Implied volatility: |
1.32 |
| Historic volatility: |
0.27 |
| Parity: |
2.87 |
| Time value: |
6.44 |
| Break-even: |
833.10 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
7.14 |
| Spread abs.: |
0.30 |
| Spread %: |
3.33% |
| Delta: |
0.61 |
| Theta: |
-2.75 |
| Omega: |
5.05 |
| Rho: |
0.14 |
Quote data
| Open: |
9.230 |
| High: |
10.660 |
| Low: |
9.010 |
| Previous Close: |
8.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.84% |
| 1 Month |
|
|
+92.07% |
| 3 Months |
|
|
+27.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.520 |
7.790 |
| 1M High / 1M Low: |
9.520 |
3.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.796 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.626 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
