UBS Call 1000 1N8 21.06.2024
/ CH1306624854
UBS Call 1000 1N8 21.06.2024/ CH1306624854 /
| 2024-05-16 7:25:38 PM |
Chg.+0.040 |
Bid9:06:28 AM |
Ask9:06:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.820EUR |
+1.44% |
-
Bid Size: - |
-
Ask Size: - |
ADYEN N.V. E... |
1,000.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL9X3H |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ADYEN N.V. EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,000.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-16 |
| Last trading day: |
2024-05-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
1.85 |
| Implied volatility: |
1.82 |
| Historic volatility: |
0.68 |
| Parity: |
1.85 |
| Time value: |
1.07 |
| Break-even: |
1,292.00 |
| Moneyness: |
1.18 |
| Premium: |
0.09 |
| Premium p.a.: |
3.86 |
| Spread abs.: |
0.12 |
| Spread %: |
4.29% |
| Delta: |
0.73 |
| Theta: |
-4.22 |
| Omega: |
2.97 |
| Rho: |
0.31 |
Quote data
| Open: |
3.000 |
| High: |
3.030 |
| Low: |
2.820 |
| Previous Close: |
2.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+101.43% |
| 3 Months |
|
|
-42.57% |
| YTD |
|
|
+11.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.820 |
1.400 |
| 6M High / 6M Low: |
5.850 |
1.400 |
| High (YTD): |
2024-03-28 |
5.850 |
| Low (YTD): |
2024-05-02 |
1.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.267 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.568 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.55% |
| Volatility 6M: |
|
204.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
