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UBS Call 395 ADB 21.06.2024/  CH1198355609  /

Frankfurt Zert./UBS
2024-05-27  12:09:04 PM Chg.-0.120 Bid2024-05-27 Ask2024-05-27 Underlying Strike price Expiration date Option type
0.690EUR -14.81% 0.690
Bid Size: 3,000		 0.840
Ask Size: 3,000		 ADOBE INC. 395.00 - 2024-06-21 Call
 

Master data

WKN: UK5L3U
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ADOBE INC.
Type: Warrant
Option type: Call
Strike price: 395.00 -
Maturity: 2024-06-21
Issue date: 2022-08-26
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.41
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.43
Implied volatility: 1.30
Historic volatility: 0.28
Parity: 0.43
Time value: 0.38
Break-even: 476.00
Moneyness: 1.11
Premium: 0.09
Premium p.a.: 2.33
Spread abs.: 0.05
Spread %: 6.58%
Delta: 0.69
Theta: -1.08
Omega: 3.71
Rho: 0.15
 

Quote data

Open: 0.700
High: 0.700
Low: 0.690
Previous Close: 0.810
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.87%
1 Month
  -17.86%
3 Months
  -54.90%
YTD
  -63.10%
1 Year  
+21.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.790
1M High / 1M Low: 0.980 0.750
6M High / 6M Low: 2.330 0.730
High (YTD): 2024-02-02 2.310
Low (YTD): 2024-04-22 0.730
52W High: 2023-12-12 2.330
52W Low: 2024-04-22 0.730
Avg. price 1W:   0.812
Avg. volume 1W:   0.000
Avg. price 1M:   0.846
Avg. volume 1M:   0.000
Avg. price 6M:   1.526
Avg. volume 6M:   0.000
Avg. price 1Y:   1.520
Avg. volume 1Y:   0.000
Volatility 1M:   97.61%
Volatility 6M:   108.01%
Volatility 1Y:   97.27%
Volatility 3Y:   -