UBS Call 770 LLY 21.06.2024
/ CH1322964938
UBS Call 770 LLY 21.06.2024/ CH1322964938 /
| 2024-06-07 7:40:45 PM |
Chg.+1.530 |
Bid9:56:54 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.930EUR |
+23.91% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
770.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM2QXL |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
770.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.12 |
| Historic volatility: |
0.27 |
| Parity: |
-0.13 |
| Time value: |
6.68 |
| Break-even: |
836.80 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
8.13 |
| Spread abs.: |
0.33 |
| Spread %: |
5.20% |
| Delta: |
0.54 |
| Theta: |
-2.41 |
| Omega: |
6.25 |
| Rho: |
0.13 |
Quote data
| Open: |
6.560 |
| High: |
7.980 |
| Low: |
6.350 |
| Previous Close: |
6.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.78% |
| 1 Month |
|
|
+114.32% |
| 3 Months |
|
|
+48.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.930 |
6.270 |
| 1M High / 1M Low: |
7.930 |
2.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.724 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
