UBS Call 87 P911 21.06.2024
/ CH1297152386
UBS Call 87 P911 21.06.2024/ CH1297152386 /
| 2024-05-31 8:14:56 AM |
Chg.+0.004 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.013EUR |
+44.44% |
-
Bid Size: - |
-
Ask Size: - |
PORSCHE AG VZ |
87.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL79DE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PORSCHE AG VZ |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
75.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.27 |
| Parity: |
-1.11 |
| Time value: |
0.10 |
| Break-even: |
88.00 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
13.87 |
| Spread abs.: |
0.08 |
| Spread %: |
525.00% |
| Delta: |
0.18 |
| Theta: |
-0.07 |
| Omega: |
14.03 |
| Rho: |
0.01 |
Quote data
| Open: |
0.013 |
| High: |
0.013 |
| Low: |
0.013 |
| Previous Close: |
0.009 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.18% |
| 1 Month |
|
|
-93.75% |
| 3 Months |
|
|
-98.00% |
| YTD |
|
|
-96.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.014 |
0.009 |
| 1M High / 1M Low: |
0.232 |
0.009 |
| 6M High / 6M Low: |
1.090 |
0.009 |
| High (YTD): |
2024-04-12 |
1.090 |
| Low (YTD): |
2024-05-30 |
0.009 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.011 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.415 |
| Avg. volume 6M: |
|
158.065 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
543.56% |
| Volatility 6M: |
|
326.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
