UBS Call 13 INN1 21.06.2024
/ CH1285185588
UBS Call 13 INN1 21.06.2024/ CH1285185588 /
| 2024-05-03 2:13:28 PM |
Chg.+0.130 |
Bid2:13:28 PM |
Ask2:13:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.070EUR |
+4.42% |
3.070
Bid Size: 50,000 |
3.100
Ask Size: 50,000 |
ING GROEP NV EO... |
13.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL806T |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ING GROEP NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
2.81 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.22 |
| Parity: |
2.81 |
| Time value: |
0.28 |
| Break-even: |
16.09 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.15 |
| Spread %: |
5.10% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
4.46 |
| Rho: |
0.01 |
Quote data
| Open: |
2.950 |
| High: |
3.230 |
| Low: |
2.890 |
| Previous Close: |
2.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+49.03% |
| 1 Month |
|
|
+23.79% |
| 3 Months |
|
|
+1234.78% |
| YTD |
|
|
+155.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.940 |
1.960 |
| 1M High / 1M Low: |
2.940 |
1.700 |
| 6M High / 6M Low: |
2.940 |
0.104 |
| High (YTD): |
2024-05-02 |
2.940 |
| Low (YTD): |
2024-02-07 |
0.104 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.235 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.230 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.042 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.72% |
| Volatility 6M: |
|
223.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
