UBS Call 358 FB2A 21.06.2024
/ CH1278948273
UBS Call 358 FB2A 21.06.2024/ CH1278948273 /
2024-05-17 9:41:26 AM |
Chg.-0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
10.760EUR |
-0.28% |
- 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: |
4.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.78 |
Intrinsic value: |
9.73 |
Implied volatility: |
1.28 |
Historic volatility: |
0.32 |
Parity: |
9.73 |
Time value: |
1.03 |
Break-even: |
465.60 |
Moneyness: |
1.27 |
Premium: |
0.02 |
Premium p.a.: |
0.73 |
Spread abs.: |
-0.01 |
Spread %: |
-0.09% |
Delta: |
0.86 |
Theta: |
-0.92 |
Omega: |
3.62 |
Rho: |
0.12 |
Quote data
Open: |
10.770 |
High: |
10.800 |
Low: |
10.700 |
Previous Close: |
10.790 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+5.18% |
3 Months |
|
|
-20.71% |
YTD |
|
|
+197.24% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
11.520 |
10.230 |
6M High / 6M Low: |
16.070 |
1.950 |
High (YTD): |
2024-04-05 |
16.070 |
Low (YTD): |
2024-01-03 |
2.900 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
10.796 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
9.435 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
74.62% |
Volatility 6M: |
|
211.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |