UBS Call 790 LLY 21.06.2024
/ CH1322974218
UBS Call 790 LLY 21.06.2024/ CH1322974218 /
| 2024-05-31 7:28:36 PM |
Chg.-0.310 |
Bid9:56:56 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.030EUR |
-7.14% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
790.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM1LAQ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
790.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.27 |
| Parity: |
-3.38 |
| Time value: |
4.42 |
| Break-even: |
834.20 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
5.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.45 |
| Theta: |
-1.46 |
| Omega: |
7.72 |
| Rho: |
0.16 |
Quote data
| Open: |
4.190 |
| High: |
4.510 |
| Low: |
4.030 |
| Previous Close: |
4.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.33% |
| 1 Month |
|
|
+99.51% |
| 3 Months |
|
|
-26.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.340 |
3.290 |
| 1M High / 1M Low: |
4.340 |
1.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.866 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.881 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
318.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
