UBS Call 240 3V64 21.06.2024
/ CH1209951768
UBS Call 240 3V64 21.06.2024/ CH1209951768 /
| 2024-05-17 9:38:04 AM |
Chg.-0.090 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.740EUR |
-2.35% |
-
Bid Size: - |
-
Ask Size: - |
VISA INC. CL. A DL -... |
240.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK6DWB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VISA INC. CL. A DL -,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-15 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.13 |
| Parity: |
1.46 |
| Time value: |
2.28 |
| Break-even: |
277.40 |
| Moneyness: |
1.06 |
| Premium: |
0.09 |
| Premium p.a.: |
1.95 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.64 |
| Theta: |
-0.50 |
| Omega: |
4.35 |
| Rho: |
0.10 |
Quote data
| Open: |
3.750 |
| High: |
3.750 |
| Low: |
3.720 |
| Previous Close: |
3.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.35% |
| 1 Month |
|
|
+8.09% |
| 3 Months |
|
|
-18.52% |
| YTD |
|
|
+32.62% |
| 1 Year |
|
|
+88.89% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.830 |
3.740 |
| 1M High / 1M Low: |
3.900 |
2.760 |
| 6M High / 6M Low: |
5.000 |
2.520 |
| High (YTD): |
2024-03-21 |
5.000 |
| Low (YTD): |
2024-01-03 |
2.700 |
| 52W High: |
2024-03-21 |
5.000 |
| 52W Low: |
2023-10-27 |
1.570 |
| Avg. price 1W: |
|
3.785 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.466 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.564 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.824 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
96.75% |
| Volatility 6M: |
|
79.89% |
| Volatility 1Y: |
|
83.29% |
| Volatility 3Y: |
|
- |
