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UBS Call 22 INL 21.06.2024/  DE000UL0JD89  /

EUWAX
2024-05-17  9:04:45 AM Chg.+0.030 Bid10:00:14 PM Ask10:00:14 PM Underlying Strike price Expiration date Option type
0.850EUR +3.66% -
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: 3.49
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.73
Implied volatility: 1.16
Historic volatility: 0.36
Parity: 0.73
Time value: 0.11
Break-even: 30.40
Moneyness: 1.33
Premium: 0.04
Premium p.a.: 0.49
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.84
Theta: -0.04
Omega: 2.93
Rho: 0.02
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.820
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month
  -2.30%
3 Months
  -7.61%
YTD
  -4.49%
1 Year  
+44.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.740
1M High / 1M Low: 0.870 0.740
6M High / 6M Low: 0.940 0.740
High (YTD): 2024-04-02 0.940
Low (YTD): 2024-05-13 0.740
52W High: 2024-04-02 0.940
52W Low: 2023-05-25 0.500
Avg. price 1W:   0.800
Avg. volume 1W:   0.000
Avg. price 1M:   0.806
Avg. volume 1M:   0.000
Avg. price 6M:   0.885
Avg. volume 6M:   0.000
Avg. price 1Y:   0.797
Avg. volume 1Y:   0.000
Volatility 1M:   54.07%
Volatility 6M:   23.51%
Volatility 1Y:   33.82%
Volatility 3Y:   -