UBS Call 49 1NBA 21.06.2024
/ CH1297157344
UBS Call 49 1NBA 21.06.2024/ CH1297157344 /
| 2024-05-03 7:33:08 PM |
Chg.0.000 |
Bid7:45:51 PM |
Ask7:45:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
0.00% |
0.690
Bid Size: 10,000 |
0.720
Ask Size: 10,000 |
ANHEUSER-BUSCH INBEV |
49.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL8FX2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ANHEUSER-BUSCH INBEV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
49.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.18 |
| Parity: |
0.65 |
| Time value: |
0.07 |
| Break-even: |
56.20 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
4.35% |
| Delta: |
0.88 |
| Theta: |
-0.02 |
| Omega: |
6.75 |
| Rho: |
0.05 |
Quote data
| Open: |
0.690 |
| High: |
0.720 |
| Low: |
0.680 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.82% |
| 1 Month |
|
|
+4.55% |
| 3 Months |
|
|
-25.81% |
| YTD |
|
|
-36.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.690 |
| 1M High / 1M Low: |
0.730 |
0.510 |
| 6M High / 6M Low: |
1.240 |
0.510 |
| High (YTD): |
2024-02-07 |
1.240 |
| Low (YTD): |
2024-04-17 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.703 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.656 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.908 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.57% |
| Volatility 6M: |
|
94.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
