UBS Call 11.5 INN1 21.06.2024
/ CH1302921759
UBS Call 11.5 INN1 21.06.2024/ CH1302921759 /
| 2024-05-16 10:17:57 AM |
Chg.- |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.64EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ING GROEP NV EO... |
11.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL9HBT |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ING GROEP NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-05-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.89 |
| Intrinsic value: |
4.86 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.21 |
| Parity: |
4.86 |
| Time value: |
0.03 |
| Break-even: |
16.39 |
| Moneyness: |
1.42 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.20% |
| Delta: |
1.00 |
| Theta: |
0.00 |
| Omega: |
3.33 |
| Rho: |
0.01 |
Quote data
| Open: |
4.64 |
| High: |
4.64 |
| Low: |
4.64 |
| Previous Close: |
4.92 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+32.95% |
| 3 Months |
|
|
+222.22% |
| YTD |
|
|
+94.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.92 |
4.37 |
| 6M High / 6M Low: |
4.92 |
0.87 |
| High (YTD): |
2024-05-15 |
4.92 |
| Low (YTD): |
2024-02-09 |
0.87 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.96% |
| Volatility 6M: |
|
118.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
