UBS Call 358 FB2A 21.06.2024
/ CH1278948273
UBS Call 358 FB2A 21.06.2024/ CH1278948273 /
| 2024-05-17 9:30:46 AM |
Chg.-0.160 |
Bid9:41:35 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.760EUR |
-1.47% |
-
Bid Size: - |
-
Ask Size: - |
META PLATF. A DL-,0... |
358.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL8R6V |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
META PLATF. A DL-,000006 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
358.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.31 |
| Intrinsic value: |
7.23 |
| Implied volatility: |
1.77 |
| Historic volatility: |
0.32 |
| Parity: |
7.23 |
| Time value: |
3.53 |
| Break-even: |
465.60 |
| Moneyness: |
1.20 |
| Premium: |
0.08 |
| Premium p.a.: |
3.21 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.09% |
| Delta: |
0.74 |
| Theta: |
-1.46 |
| Omega: |
2.98 |
| Rho: |
0.12 |
Quote data
| Open: |
10.730 |
| High: |
10.760 |
| Low: |
10.730 |
| Previous Close: |
10.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+47.80% |
| 3 Months |
|
|
-23.74% |
| YTD |
|
|
+194.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
11.130 |
8.220 |
| 6M High / 6M Low: |
15.970 |
1.980 |
| High (YTD): |
2024-04-05 |
15.970 |
| Low (YTD): |
2024-01-02 |
2.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
10.302 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.219 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.36% |
| Volatility 6M: |
|
180.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
