UBS Call 14.5 INN1 21.06.2024
/ CH1285185612
UBS Call 14.5 INN1 21.06.2024/ CH1285185612 /
| 2024-05-17 7:29:24 PM |
Chg.+0.270 |
Bid7:58:40 PM |
Ask7:58:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.030EUR |
+15.34% |
2.020
Bid Size: 2,500 |
2.170
Ask Size: 2,500 |
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: |
8.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
1.73 |
| Time value: |
0.18 |
| Break-even: |
16.41 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
8.52% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
7.34 |
| Rho: |
0.01 |
Quote data
| Open: |
1.860 |
| High: |
2.070 |
| Low: |
1.860 |
| Previous Close: |
1.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.31% |
| 1 Month |
|
|
+275.93% |
| 3 Months |
|
|
+202900.00% |
| YTD |
|
|
+372.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.950 |
1.620 |
| 1M High / 1M Low: |
1.950 |
0.540 |
| 6M High / 6M Low: |
1.950 |
0.001 |
| High (YTD): |
2024-05-15 |
1.950 |
| Low (YTD): |
2024-03-05 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.804 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.261 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.453 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
362.43% |
| Volatility 6M: |
|
1,871.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
