UBS Call 480 ADB 21.06.2024
/ CH1259663065
UBS Call 480 ADB 21.06.2024/ CH1259663065 /
| 2024-05-17 2:47:28 PM |
Chg.-0.090 |
Bid2:48:32 PM |
Ask2:48:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.400EUR |
-3.61% |
2.400
Bid Size: 5,000 |
2.600
Ask Size: 5,000 |
ADOBE INC. |
480.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL56VH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ADOBE INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.29 |
| Parity: |
-3.57 |
| Time value: |
2.44 |
| Break-even: |
504.40 |
| Moneyness: |
0.93 |
| Premium: |
0.14 |
| Premium p.a.: |
2.75 |
| Spread abs.: |
0.02 |
| Spread %: |
0.83% |
| Delta: |
0.41 |
| Theta: |
-0.54 |
| Omega: |
7.38 |
| Rho: |
0.15 |
Quote data
| Open: |
2.320 |
| High: |
2.400 |
| Low: |
2.310 |
| Previous Close: |
2.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-11.76% |
| 3 Months |
|
|
-79.76% |
| YTD |
|
|
-80.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.660 |
2.170 |
| 1M High / 1M Low: |
3.380 |
2.100 |
| 6M High / 6M Low: |
16.310 |
2.100 |
| High (YTD): |
2024-02-02 |
15.800 |
| Low (YTD): |
2024-04-30 |
2.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.514 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.569 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.464 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.11% |
| Volatility 6M: |
|
162.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
