UBS Call 310 SRT3 21.06.2024
/ CH1285179904
UBS Call 310 SRT3 21.06.2024/ CH1285179904 /
| 2024-04-29 7:30:01 PM |
Chg.+0.001 |
Bid8:31:02 AM |
Ask8:31:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.101EUR |
+1.00% |
0.097
Bid Size: 25,000 |
0.127
Ask Size: 25,000 |
SARTORIUS AG VZO O.N... |
310.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL8058 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.46 |
| Parity: |
-0.18 |
| Time value: |
0.13 |
| Break-even: |
323.00 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
1.04 |
| Spread abs.: |
0.03 |
| Spread %: |
30.00% |
| Delta: |
0.40 |
| Theta: |
-0.19 |
| Omega: |
9.08 |
| Rho: |
0.15 |
Quote data
| Open: |
0.100 |
| High: |
0.129 |
| Low: |
0.100 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.41% |
| 1 Month |
|
|
-85.57% |
| 3 Months |
|
|
-80.20% |
| YTD |
|
|
-81.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.118 |
0.076 |
| 1M High / 1M Low: |
0.600 |
0.054 |
| 6M High / 6M Low: |
0.800 |
0.054 |
| High (YTD): |
2024-03-22 |
0.800 |
| Low (YTD): |
2024-04-22 |
0.054 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.343 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.426 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
586.57% |
| Volatility 6M: |
|
300.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
