UBS Call 57 KO 21.06.2024
/ CH1326118820
UBS Call 57 KO 21.06.2024/ CH1326118820 /
| 2024-04-29 7:40:09 PM |
Chg.0.000 |
Bid9:16:07 AM |
Ask9:16:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
0.00% |
0.500
Bid Size: 50,000 |
0.520
Ask Size: 50,000 |
Coca Cola Company |
57.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
UM13EB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Coca Cola Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.12 |
| Parity: |
0.44 |
| Time value: |
0.07 |
| Break-even: |
58.34 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
9.67 |
| Rho: |
0.06 |
Quote data
| Open: |
0.490 |
| High: |
0.500 |
| Low: |
0.480 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+6.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.400 |
| 1M High / 1M Low: |
0.500 |
0.235 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.354 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
