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UBS Call 4.5 TKA 17.06.2024/  DE000UK9Z0U1  /

EUWAX
2024-05-23  10:06:32 AM Chg.+0.010 Bid1:00:02 PM Ask1:00:02 PM Underlying Strike price Expiration date Option type
0.280EUR +3.70% -
Bid Size: -		 -
Ask Size: -		 THYSSENKRUPP AG O.N. 4.50 EUR 2024-06-17 Call
 

Master data

WKN: UK9Z0U
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: THYSSENKRUPP AG O.N.
Type: Warrant
Option type: Call
Strike price: 4.50 EUR
Maturity: 2024-06-17
Issue date: 2022-12-01
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 15.09
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.18
Implied volatility: 0.42
Historic volatility: 0.32
Parity: 0.18
Time value: 0.13
Break-even: 4.81
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.50
Spread abs.: 0.03
Spread %: 10.71%
Delta: 0.67
Theta: 0.00
Omega: 10.06
Rho: 0.00
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -9.68%
3 Months
  -3.45%
YTD
  -67.06%
1 Year
  -64.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.270
1M High / 1M Low: 0.540 0.270
6M High / 6M Low: 0.930 0.270
High (YTD): 2024-01-11 0.900
Low (YTD): 2024-05-22 0.270
52W High: 2023-12-01 0.930
52W Low: 2024-05-22 0.270
Avg. price 1W:   0.410
Avg. volume 1W:   0.000
Avg. price 1M:   0.407
Avg. volume 1M:   0.000
Avg. price 6M:   0.609
Avg. volume 6M:   0.000
Avg. price 1Y:   0.725
Avg. volume 1Y:   0.000
Volatility 1M:   344.07%
Volatility 6M:   166.22%
Volatility 1Y:   118.67%
Volatility 3Y:   -