UBS Call 51 1NBA 21.06.2024
/ CH1285185778
UBS Call 51 1NBA 21.06.2024/ CH1285185778 /
| 2024-05-03 7:40:32 PM |
Chg.+0.010 |
Bid7:45:51 PM |
Ask7:45:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+2.00% |
0.510
Bid Size: 10,000 |
0.540
Ask Size: 10,000 |
ANHEUSER-BUSCH INBEV |
51.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL80XV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ANHEUSER-BUSCH INBEV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
51.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
0.45 |
| Time value: |
0.09 |
| Break-even: |
56.40 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
5.88% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
8.39 |
| Rho: |
0.05 |
Quote data
| Open: |
0.510 |
| High: |
0.550 |
| Low: |
0.500 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.77% |
| 1 Month |
|
|
+6.25% |
| 3 Months |
|
|
-32.00% |
| YTD |
|
|
-43.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.500 |
| 1M High / 1M Low: |
0.540 |
0.350 |
| 6M High / 6M Low: |
1.060 |
0.350 |
| High (YTD): |
2024-02-07 |
1.060 |
| Low (YTD): |
2024-04-17 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.517 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.477 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.734 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.17% |
| Volatility 6M: |
|
113.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
