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UBS Call 225 SRT3 21.06.2024/  CH1302932970  /

Frankfurt Zert./UBS
2024-05-21  9:54:10 AM Chg.+0.010 Bid2024-05-21 Ask2024-05-21 Underlying Strike price Expiration date Option type
0.470EUR +2.17% 0.470
Bid Size: 500,000		 0.480
Ask Size: 500,000		 SARTORIUS AG VZO O.N... 225.00 EUR 2024-06-21 Call
 

Master data

WKN: UL9AHS
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 225.00 EUR
Maturity: 2024-06-21
Issue date: 2023-11-02
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 5.51
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.45
Implied volatility: 0.61
Historic volatility: 0.46
Parity: 0.45
Time value: 0.04
Break-even: 274.00
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 6.52%
Delta: 0.87
Theta: -0.18
Omega: 4.81
Rho: 0.16
 

Quote data

Open: 0.460
High: 0.470
Low: 0.460
Previous Close: 0.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -26.56%
1 Month
  -7.84%
3 Months
  -57.66%
YTD
  -59.48%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.450
1M High / 1M Low: 0.700 0.450
6M High / 6M Low: 1.590 0.450
High (YTD): 2024-03-22 1.590
Low (YTD): 2024-05-17 0.450
52W High: - -
52W Low: - -
Avg. price 1W:   0.550
Avg. volume 1W:   0.000
Avg. price 1M:   0.591
Avg. volume 1M:   0.000
Avg. price 6M:   1.037
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.65%
Volatility 6M:   136.12%
Volatility 1Y:   -
Volatility 3Y:   -