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UBS Call 14.5 INN1 21.06.2024/  CH1285185612  /

Frankfurt Zert./UBS
2024-06-03  12:59:05 PM Chg.+0.200 Bid1:21:41 PM Ask1:21:41 PM Underlying Strike price Expiration date Option type
2.150EUR +10.26% 2.120
Bid Size: 10,000		 2.130
Ask Size: 10,000		 ING GROEP NV EO... 14.50 EUR 2024-06-21 Call
 

Master data

WKN: UL85FD
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ING GROEP NV EO -,01
Type: Warrant
Option type: Call
Strike price: 14.50 EUR
Maturity: 2024-06-21
Issue date: 2023-09-14
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.91
Leverage: Yes

Calculated values

Fair value: 1.89
Intrinsic value: 1.86
Implied volatility: 0.58
Historic volatility: 0.21
Parity: 1.86
Time value: 0.21
Break-even: 16.57
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.29
Spread abs.: 0.05
Spread %: 2.48%
Delta: 0.85
Theta: -0.02
Omega: 6.69
Rho: 0.01
 

Quote data

Open: 2.090
High: 2.170
Low: 2.090
Previous Close: 1.950
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.13%
1 Month  
+36.08%
3 Months  
+214900.00%
YTD  
+400.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.950 1.740
1M High / 1M Low: 2.060 1.580
6M High / 6M Low: 2.060 0.001
High (YTD): 2024-05-21 2.060
Low (YTD): 2024-03-05 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   1.858
Avg. volume 1W:   0.000
Avg. price 1M:   1.840
Avg. volume 1M:   0.000
Avg. price 6M:   0.606
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.35%
Volatility 6M:   1,870.63%
Volatility 1Y:   -
Volatility 3Y:   -