UBS Call 760 LLY 21.06.2024
/ CH1322964920
UBS Call 760 LLY 21.06.2024/ CH1322964920 /
| 2024-06-07 7:32:04 PM |
Chg.+1.650 |
Bid9:56:40 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.840EUR |
+22.95% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
760.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM183H |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
760.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
1.18 |
| Historic volatility: |
0.27 |
| Parity: |
0.87 |
| Time value: |
6.67 |
| Break-even: |
835.40 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
7.74 |
| Spread abs.: |
0.31 |
| Spread %: |
4.29% |
| Delta: |
0.57 |
| Theta: |
-2.54 |
| Omega: |
5.79 |
| Rho: |
0.14 |
Quote data
| Open: |
7.440 |
| High: |
8.940 |
| Low: |
7.240 |
| Previous Close: |
7.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.87% |
| 1 Month |
|
|
+108.98% |
| 3 Months |
|
|
+52.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.840 |
7.160 |
| 1M High / 1M Low: |
8.840 |
2.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.342 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
