UBS Call 15.5 INN1 21.06.2024
/ DE000UM3U3M9
UBS Call 15.5 INN1 21.06.2024/ DE000UM3U3M9 /
| 2024-05-31 9:54:37 PM |
Chg.+0.070 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
+6.86% |
-
Bid Size: - |
-
Ask Size: - |
ING GROEP NV EO... |
15.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM3U3M |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ING GROEP NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.21 |
| Parity: |
0.86 |
| Time value: |
0.29 |
| Break-even: |
16.65 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.05 |
| Spread %: |
4.55% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
10.53 |
| Rho: |
0.01 |
Quote data
| Open: |
1.040 |
| High: |
1.210 |
| Low: |
0.960 |
| Previous Close: |
1.020 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.00% |
| 1 Month |
|
|
+41.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.850 |
| 1M High / 1M Low: |
1.160 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.964 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.944 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
