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UBS Call 268 3V64 21.06.2024/  CH1243992422  /

Frankfurt Zert./UBS
2024-05-28  2:36:44 PM Chg.-0.180 Bid3:24:55 PM Ask3:24:55 PM Underlying Strike price Expiration date Option type
0.740EUR -19.57% 0.790
Bid Size: 5,000		 0.930
Ask Size: 5,000		 VISA INC. CL. A DL -... 268.00 - 2024-06-21 Call
 

Master data

WKN: UL18SX
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: VISA INC. CL. A DL -,0001
Type: Warrant
Option type: Call
Strike price: 268.00 -
Maturity: 2024-06-21
Issue date: 2023-01-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.62
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.12
Parity: -1.53
Time value: 1.07
Break-even: 278.70
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 3.43
Spread abs.: 0.15
Spread %: 16.30%
Delta: 0.40
Theta: -0.34
Omega: 9.39
Rho: 0.06
 

Quote data

Open: 0.840
High: 0.840
Low: 0.740
Previous Close: 0.920
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -22.11%
1 Month
  -37.29%
3 Months
  -69.80%
YTD
  -37.29%
1 Year
  -26.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.070 0.800
1M High / 1M Low: 1.440 0.710
6M High / 6M Low: 2.660 0.710
High (YTD): 2024-03-21 2.660
Low (YTD): 2024-05-03 0.710
52W High: 2024-03-21 2.660
52W Low: 2023-10-27 0.600
Avg. price 1W:   0.918
Avg. volume 1W:   0.000
Avg. price 1M:   1.066
Avg. volume 1M:   0.000
Avg. price 6M:   1.526
Avg. volume 6M:   0.000
Avg. price 1Y:   1.239
Avg. volume 1Y:   0.000
Volatility 1M:   316.36%
Volatility 6M:   168.23%
Volatility 1Y:   146.62%
Volatility 3Y:   -