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UBS Call 590 1YD 21.06.2024/  CH1209977367  /

UBS Investment Bank
2024-05-22  11:49:03 AM Chg.-0.020 Bid11:49:03 AM Ask- Underlying Strike price Expiration date Option type
7.460EUR -0.27% 7.460
Bid Size: 5,000		 -
Ask Size: -		 BROADCOM INC. DL... 590.00 - 2024-06-21 Call
 

Master data

WKN: UK6M99
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BROADCOM INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 590.00 -
Maturity: 2024-06-21
Issue date: 2022-08-15
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 1.72
Leverage: Yes

Calculated values

Fair value: 7.01
Intrinsic value: 6.99
Implied volatility: 2.61
Historic volatility: 0.33
Parity: 6.99
Time value: 0.49
Break-even: 1,338.00
Moneyness: 2.18
Premium: 0.04
Premium p.a.: 0.57
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.92
Theta: -2.37
Omega: 1.59
Rho: 0.36
 

Quote data

Open: 7.470
High: 7.480
Low: 7.450
Previous Close: 7.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.36%
1 Month  
+24.75%
3 Months  
+12.35%
YTD  
+52.24%
1 Year  
+440.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.800 7.420
1M High / 1M Low: 7.800 5.980
6M High / 6M Low: 7.800 3.040
High (YTD): 2024-05-15 7.800
Low (YTD): 2024-01-05 4.290
52W High: 2024-05-15 7.800
52W Low: 2023-05-22 1.380
Avg. price 1W:   7.574
Avg. volume 1W:   0.000
Avg. price 1M:   6.873
Avg. volume 1M:   0.000
Avg. price 6M:   5.864
Avg. volume 6M:   0.000
Avg. price 1Y:   4.282
Avg. volume 1Y:   0.000
Volatility 1M:   65.61%
Volatility 6M:   72.85%
Volatility 1Y:   88.68%
Volatility 3Y:   -