UBS Call 96 P911 21.06.2024
/ CH1285181538
UBS Call 96 P911 21.06.2024/ CH1285181538 /
| 2024-05-17 7:36:41 PM |
Chg.-0.003 |
Bid2024-05-17 |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.021EUR |
-12.50% |
-
Bid Size: - |
-
Ask Size: - |
PORSCHE AG VZ |
96.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL8ZZW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PORSCHE AG VZ |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
82.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.27 |
| Parity: |
-1.36 |
| Time value: |
0.10 |
| Break-even: |
97.00 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
4.76 |
| Spread abs.: |
0.08 |
| Spread %: |
376.19% |
| Delta: |
0.17 |
| Theta: |
-0.05 |
| Omega: |
13.86 |
| Rho: |
0.01 |
Quote data
| Open: |
0.022 |
| High: |
0.027 |
| Low: |
0.021 |
| Previous Close: |
0.024 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
-90.87% |
| 3 Months |
|
|
-81.58% |
| YTD |
|
|
-85.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.042 |
0.021 |
| 1M High / 1M Low: |
0.270 |
0.021 |
| 6M High / 6M Low: |
0.560 |
0.021 |
| High (YTD): |
2024-04-11 |
0.490 |
| Low (YTD): |
2024-05-17 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.030 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.101 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.199 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
323.05% |
| Volatility 6M: |
|
276.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
