UBS Call 135 BEI 21.06.2024
/ CH1285185117
UBS Call 135 BEI 21.06.2024/ CH1285185117 /
| 2024-04-29 9:53:08 PM |
Chg.-0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-7.50% |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
135.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL8Y4X |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
0.55 |
| Time value: |
0.27 |
| Break-even: |
143.20 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
2.50% |
| Delta: |
0.73 |
| Theta: |
-0.05 |
| Omega: |
12.49 |
| Rho: |
0.14 |
Quote data
| Open: |
0.800 |
| High: |
0.870 |
| Low: |
0.720 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.55% |
| 1 Month |
|
|
+48.00% |
| 3 Months |
|
|
+5.71% |
| YTD |
|
|
-3.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.550 |
| 1M High / 1M Low: |
0.800 |
0.207 |
| 6M High / 6M Low: |
1.100 |
0.207 |
| High (YTD): |
2024-02-06 |
1.100 |
| Low (YTD): |
2024-04-09 |
0.207 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.407 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.593 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
315.32% |
| Volatility 6M: |
|
216.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
