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UBS Call 268 3V64 21.06.2024/  CH1243992422  /

UBS Investment Bank
2024-05-27  6:51:02 PM Chg.+0.080 Bid- Ask- Underlying Strike price Expiration date Option type
0.920EUR +9.52% -
Bid Size: -		 -
Ask Size: -		 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: 29.09
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.12
Parity: -1.49
Time value: 0.87
Break-even: 276.70
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 2.68
Spread abs.: 0.03
Spread %: 3.57%
Delta: 0.38
Theta: -0.28
Omega: 10.96
Rho: 0.06
 

Quote data

Open: 0.790
High: 1.030
Low: 0.740
Previous Close: 0.840
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.07%
1 Month
  -20.00%
3 Months
  -62.75%
YTD
  -22.03%
1 Year
  -4.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.840
1M High / 1M Low: 1.450 0.680
6M High / 6M Low: 2.670 0.680
High (YTD): 2024-03-21 2.670
Low (YTD): 2024-05-02 0.680
52W High: 2024-03-21 2.670
52W Low: 2023-10-27 0.620
Avg. price 1W:   0.910
Avg. volume 1W:   0.000
Avg. price 1M:   1.083
Avg. volume 1M:   0.000
Avg. price 6M:   1.538
Avg. volume 6M:   0.000
Avg. price 1Y:   1.246
Avg. volume 1Y:   0.000
Volatility 1M:   234.98%
Volatility 6M:   151.52%
Volatility 1Y:   133.61%
Volatility 3Y:   -