UBS Call 360 FB2A 21.06.2024
/ CH1278948281
UBS Call 360 FB2A 21.06.2024/ CH1278948281 /
| 17/05/2024 08:56:25 |
Chg.- |
Bid22:00:15 |
Ask22:00:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.53EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
META PLATF. A DL-,0... |
360.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
UL8WFF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
META PLATF. A DL-,000006 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
14/09/2023 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.11 |
| Intrinsic value: |
7.03 |
| Implied volatility: |
1.74 |
| Historic volatility: |
0.32 |
| Parity: |
7.03 |
| Time value: |
3.50 |
| Break-even: |
465.30 |
| Moneyness: |
1.20 |
| Premium: |
0.08 |
| Premium p.a.: |
3.16 |
| Spread abs.: |
-0.05 |
| Spread %: |
-0.47% |
| Delta: |
0.74 |
| Theta: |
-1.44 |
| Omega: |
3.03 |
| Rho: |
0.12 |
Quote data
| Open: |
10.53 |
| High: |
10.53 |
| Low: |
10.53 |
| Previous Close: |
11.36 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+52.39% |
| 3 Months |
|
|
-18.12% |
| YTD |
|
|
+195.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
11.36 |
7.81 |
| 6M High / 6M Low: |
15.82 |
1.90 |
| High (YTD): |
08/04/2024 |
15.82 |
| Low (YTD): |
02/01/2024 |
2.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
9.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.90% |
| Volatility 6M: |
|
213.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
