UBS Call 510 ADB 21.06.2024
/ CH1259663099
UBS Call 510 ADB 21.06.2024/ CH1259663099 /
| 2024-05-17 8:19:57 AM |
Chg.-0.11 |
Bid11:25:59 AM |
Ask11:25:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
-8.73% |
1.19
Bid Size: 5,000 |
1.39
Ask Size: 5,000 |
ADOBE INC. |
510.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL6JJ8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ADOBE INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
510.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.29 |
| Parity: |
-6.57 |
| Time value: |
1.29 |
| Break-even: |
522.90 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
4.46 |
| Spread abs.: |
0.02 |
| Spread %: |
1.57% |
| Delta: |
0.27 |
| Theta: |
-0.41 |
| Omega: |
9.37 |
| Rho: |
0.10 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.00% |
| 1 Month |
|
|
-22.82% |
| 3 Months |
|
|
-88.35% |
| YTD |
|
|
-88.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
0.98 |
| 1M High / 1M Low: |
1.73 |
0.98 |
| 6M High / 6M Low: |
14.05 |
0.98 |
| High (YTD): |
2024-02-05 |
13.24 |
| Low (YTD): |
2024-05-15 |
0.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.43% |
| Volatility 6M: |
|
182.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
