UBS Call 415 1YD 21.06.2024
/ CH1226247364
UBS Call 415 1YD 21.06.2024/ CH1226247364 /
| 2024-05-22 9:56:40 AM |
Chg.- |
Bid8:03:00 AM |
Ask8:03:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.06EUR |
- |
9.32
Bid Size: 10,000 |
-
Ask Size: - |
BROADCOM INC. DL... |
415.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK8JZL |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BROADCOM INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
415.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-24 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.75 |
| Intrinsic value: |
8.74 |
| Implied volatility: |
3.29 |
| Historic volatility: |
0.33 |
| Parity: |
8.74 |
| Time value: |
0.37 |
| Break-even: |
1,326.00 |
| Moneyness: |
3.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.03 |
| Spread %: |
0.33% |
| Delta: |
0.95 |
| Theta: |
-2.02 |
| Omega: |
1.35 |
| Rho: |
0.26 |
Quote data
| Open: |
9.06 |
| High: |
9.06 |
| Low: |
9.06 |
| Previous Close: |
9.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.31% |
| 1 Month |
|
|
+19.21% |
| 3 Months |
|
|
+10.89% |
| YTD |
|
|
+41.12% |
| 1 Year |
|
|
+231.87% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.37 |
9.06 |
| 1M High / 1M Low: |
9.37 |
7.60 |
| 6M High / 6M Low: |
9.37 |
4.58 |
| High (YTD): |
2024-05-16 |
9.37 |
| Low (YTD): |
2024-01-05 |
5.82 |
| 52W High: |
2024-05-16 |
9.37 |
| 52W Low: |
2023-05-24 |
2.65 |
| Avg. price 1W: |
|
9.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.80 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
55.83% |
| Volatility 6M: |
|
58.41% |
| Volatility 1Y: |
|
60.38% |
| Volatility 3Y: |
|
- |
