UBS Call 380 MUV2 21.06.2024
/ CH1285190547
UBS Call 380 MUV2 21.06.2024/ CH1285190547 /
| 2024-05-03 8:47:24 AM |
Chg.-0.23 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.61EUR |
-5.99% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
380.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL8RXM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.30 |
| Intrinsic value: |
2.99 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
2.99 |
| Time value: |
0.63 |
| Break-even: |
416.20 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.08 |
| Spread %: |
2.26% |
| Delta: |
0.81 |
| Theta: |
-0.14 |
| Omega: |
9.18 |
| Rho: |
0.40 |
Quote data
| Open: |
3.61 |
| High: |
3.61 |
| Low: |
3.61 |
| Previous Close: |
3.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.63% |
| 1 Month |
|
|
-48.79% |
| 3 Months |
|
|
+39.38% |
| YTD |
|
|
+79.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.05 |
3.67 |
| 1M High / 1M Low: |
7.05 |
3.24 |
| 6M High / 6M Low: |
7.33 |
1.77 |
| High (YTD): |
2024-04-02 |
7.33 |
| Low (YTD): |
2024-01-11 |
1.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.72% |
| Volatility 6M: |
|
151.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
