UBS Call 246 3V64 21.06.2024
/ CH1209951800
UBS Call 246 3V64 21.06.2024/ CH1209951800 /
2024-05-17 9:41:23 AM |
Chg.-0.100 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.190EUR |
-3.04% |
- Bid Size: - |
- Ask Size: - |
VISA INC. CL. A DL -... |
246.00 - |
2024-06-21 |
Call |
Master data
WKN: |
UK6PZD |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
VISA INC. CL. A DL -,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
246.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-08-15 |
Last trading day: |
2024-05-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.00 |
Intrinsic value: |
0.86 |
Implied volatility: |
0.97 |
Historic volatility: |
0.13 |
Parity: |
0.86 |
Time value: |
2.34 |
Break-even: |
278.00 |
Moneyness: |
1.03 |
Premium: |
0.09 |
Premium p.a.: |
2.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.61 |
Theta: |
-0.47 |
Omega: |
4.83 |
Rho: |
0.10 |
Quote data
Open: |
3.200 |
High: |
3.210 |
Low: |
3.180 |
Previous Close: |
3.290 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.04% |
1 Month |
|
|
+8.50% |
3 Months |
|
|
-21.81% |
YTD |
|
|
+32.37% |
1 Year |
|
|
+84.39% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.290 |
3.190 |
1M High / 1M Low: |
3.360 |
2.250 |
6M High / 6M Low: |
4.480 |
2.140 |
High (YTD): |
2024-03-21 |
4.480 |
Low (YTD): |
2024-05-02 |
2.250 |
52W High: |
2024-03-21 |
4.480 |
52W Low: |
2023-10-27 |
1.310 |
Avg. price 1W: |
|
3.240 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.934 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.090 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.439 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
112.73% |
Volatility 6M: |
|
89.44% |
Volatility 1Y: |
|
91.01% |
Volatility 3Y: |
|
- |