UBS Call 240 SRT3 21.06.2024
/ CH1302933002
UBS Call 240 SRT3 21.06.2024/ CH1302933002 /
| 2024-04-29 7:37:11 PM |
Chg.+0.010 |
Bid9:07:44 PM |
Ask9:07:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+1.85% |
-
Bid Size: - |
-
Ask Size: - |
SARTORIUS AG VZO O.N... |
240.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL89XB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.46 |
| Parity: |
0.50 |
| Time value: |
0.07 |
| Break-even: |
297.00 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
5.56% |
| Delta: |
0.85 |
| Theta: |
-0.16 |
| Omega: |
4.31 |
| Rho: |
0.27 |
Quote data
| Open: |
0.550 |
| High: |
0.590 |
| Low: |
0.550 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.50% |
| 1 Month |
|
|
-58.02% |
| 3 Months |
|
|
-41.49% |
| YTD |
|
|
-47.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.400 |
| 1M High / 1M Low: |
1.190 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-22 |
1.440 |
| Low (YTD): |
2024-04-19 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.876 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
281.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
