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UBS Call 200 DB1 17.06.2024/  DE000UL2SNN4  /

UBS Investment Bank
2024-05-03  9:15:10 AM Chg.+0.030 Bid9:15:10 AM Ask9:15:10 AM Underlying Strike price Expiration date Option type
0.600EUR +5.26% 0.600
Bid Size: 2,000		 0.610
Ask Size: 2,000		 DEUTSCHE BOERSE NA O... 200.00 EUR 2024-06-17 Call
 

Master data

WKN: UL2SNN
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 200.00 EUR
Maturity: 2024-06-17
Issue date: 2023-03-23
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 312.33
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.16
Parity: -18.85
Time value: 0.58
Break-even: 200.58
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 1.24
Spread abs.: 0.01
Spread %: 1.75%
Delta: 0.10
Theta: -0.03
Omega: 30.73
Rho: 0.02
 

Quote data

Open: 0.570
High: 0.620
Low: 0.570
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.49%
1 Month
  -48.72%
3 Months
  -69.39%
YTD
  -73.91%
1 Year
  -75.90%
3 Years     -
5 Years     -
1W High / 1W Low: 0.710 0.570
1M High / 1M Low: 1.680 0.570
6M High / 6M Low: 2.830 0.570
High (YTD): 2024-02-29 2.830
Low (YTD): 2024-05-02 0.570
52W High: 2024-02-29 2.830
52W Low: 2024-05-02 0.570
Avg. price 1W:   0.610
Avg. volume 1W:   0.000
Avg. price 1M:   1.084
Avg. volume 1M:   0.000
Avg. price 6M:   1.659
Avg. volume 6M:   0.000
Avg. price 1Y:   1.611
Avg. volume 1Y:   0.000
Volatility 1M:   229.98%
Volatility 6M:   162.91%
Volatility 1Y:   133.59%
Volatility 3Y:   -