UBS Call 470 ADB 21.06.2024
/ CH1259663057
UBS Call 470 ADB 21.06.2024/ CH1259663057 /
| 2024-04-26 8:14:42 AM |
Chg.- |
Bid8:06:12 AM |
Ask8:06:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.00EUR |
- |
3.02
Bid Size: 2,500 |
3.32
Ask Size: 2,500 |
ADOBE INC. |
470.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL551B |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ADOBE INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
470.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.31 |
| Parity: |
-2.40 |
| Time value: |
3.07 |
| Break-even: |
500.70 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
0.02 |
| Spread %: |
0.66% |
| Delta: |
0.46 |
| Theta: |
-0.39 |
| Omega: |
6.69 |
| Rho: |
0.25 |
Quote data
| Open: |
3.00 |
| High: |
3.00 |
| Low: |
3.00 |
| Previous Close: |
2.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.50% |
| 1 Month |
|
|
-40.59% |
| 3 Months |
|
|
-81.40% |
| YTD |
|
|
-77.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.00 |
2.44 |
| 1M High / 1M Low: |
4.74 |
2.44 |
| 6M High / 6M Low: |
17.12 |
2.44 |
| High (YTD): |
2024-02-05 |
16.49 |
| Low (YTD): |
2024-04-23 |
2.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.81% |
| Volatility 6M: |
|
143.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
