UBS Call 750 LLY 21.06.2024
/ CH1322964912
UBS Call 750 LLY 21.06.2024/ CH1322964912 /
| 2024-06-07 7:11:58 PM |
Chg.+1.880 |
Bid7:19:52 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.960EUR |
+23.27% |
9.760
Bid Size: 25,000 |
-
Ask Size: - |
ELI LILLY |
750.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM19XN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
750.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
1.19 |
| Historic volatility: |
0.27 |
| Parity: |
1.87 |
| Time value: |
6.21 |
| Break-even: |
830.80 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
6.57 |
| Spread abs.: |
-0.04 |
| Spread %: |
-0.49% |
| Delta: |
0.59 |
| Theta: |
-2.53 |
| Omega: |
5.62 |
| Rho: |
0.14 |
Quote data
| Open: |
8.350 |
| High: |
9.960 |
| Low: |
8.090 |
| Previous Close: |
8.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.28% |
| 1 Month |
|
|
+101.62% |
| 3 Months |
|
|
+28.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.600 |
7.050 |
| 1M High / 1M Low: |
8.600 |
3.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.956 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
