UBS Call 800 LLY 21.06.2024
/ CH1322961777
UBS Call 800 LLY 21.06.2024/ CH1322961777 /
| 2024-06-07 7:32:54 PM |
Chg.+1.420 |
Bid9:56:40 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.350EUR |
+36.13% |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
800.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM2PWT |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.27 |
| Parity: |
-1.31 |
| Time value: |
4.02 |
| Break-even: |
840.20 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
5.29 |
| Spread abs.: |
-1.08 |
| Spread %: |
-21.18% |
| Delta: |
0.49 |
| Theta: |
-1.79 |
| Omega: |
9.54 |
| Rho: |
0.12 |
Quote data
| Open: |
4.070 |
| High: |
5.390 |
| Low: |
3.850 |
| Previous Close: |
3.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+59.23% |
| 1 Month |
|
|
+122.92% |
| 3 Months |
|
|
+28.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.350 |
3.930 |
| 1M High / 1M Low: |
5.350 |
1.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.980 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
327.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
