UBS Call 22 INL 21.06.2024
/ DE000UL0JD89
UBS Call 22 INL 21.06.2024/ DE000UL0JD89 /
| 2024-05-30 7:32:38 PM |
Chg.0.000 |
Bid9:56:39 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
INTEL CORP. DL... |
22.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL0JD8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
INTEL CORP. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-01-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
1.73 |
| Historic volatility: |
0.36 |
| Parity: |
0.59 |
| Time value: |
0.19 |
| Break-even: |
29.80 |
| Moneyness: |
1.27 |
| Premium: |
0.07 |
| Premium p.a.: |
1.99 |
| Spread abs.: |
0.02 |
| Spread %: |
2.63% |
| Delta: |
0.78 |
| Theta: |
-0.08 |
| Omega: |
2.79 |
| Rho: |
0.01 |
Quote data
| Open: |
0.770 |
| High: |
0.780 |
| Low: |
0.760 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.30% |
| 1 Month |
|
|
+2.63% |
| 3 Months |
|
|
-15.22% |
| YTD |
|
|
-12.36% |
| 1 Year |
|
|
+34.48% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.770 |
| 1M High / 1M Low: |
0.860 |
0.720 |
| 6M High / 6M Low: |
0.940 |
0.720 |
| High (YTD): |
2024-04-02 |
0.940 |
| Low (YTD): |
2024-05-08 |
0.720 |
| 52W High: |
2024-04-02 |
0.940 |
| 52W Low: |
2023-05-30 |
0.580 |
| Avg. price 1W: |
|
0.796 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.793 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.881 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.804 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
62.17% |
| Volatility 6M: |
|
29.82% |
| Volatility 1Y: |
|
34.42% |
| Volatility 3Y: |
|
- |
