UBS Call 370 MUV2 21.06.2024
/ CH1285190539
UBS Call 370 MUV2 21.06.2024/ CH1285190539 /
| 2024-05-03 9:51:20 PM |
Chg.-0.670 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.760EUR |
-15.12% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
370.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL85BR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.22 |
| Intrinsic value: |
3.99 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
3.99 |
| Time value: |
0.52 |
| Break-even: |
415.10 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.08 |
| Spread %: |
1.81% |
| Delta: |
0.86 |
| Theta: |
-0.13 |
| Omega: |
7.80 |
| Rho: |
0.41 |
Quote data
| Open: |
4.480 |
| High: |
4.570 |
| Low: |
3.660 |
| Previous Close: |
4.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.47% |
| 1 Month |
|
|
-50.98% |
| 3 Months |
|
|
+13.25% |
| YTD |
|
|
+47.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.860 |
4.430 |
| 1M High / 1M Low: |
7.670 |
4.080 |
| 6M High / 6M Low: |
8.400 |
2.360 |
| High (YTD): |
2024-03-19 |
8.400 |
| Low (YTD): |
2024-01-11 |
2.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.697 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.152 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.487 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.88% |
| Volatility 6M: |
|
130.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
