UBS Call 1050 1N8 21.06.2024
/ CH1306624862
UBS Call 1050 1N8 21.06.2024/ CH1306624862 /
| 2024-06-11 11:21:07 AM |
Chg.-0.05 |
Bid1:00:20 PM |
Ask1:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.84EUR |
-2.65% |
1.71
Bid Size: 7,500 |
-
Ask Size: - |
ADYEN N.V. E... |
1,050.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL9Z9N |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ADYEN N.V. EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,050.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.69 |
| Parity: |
1.75 |
| Time value: |
0.14 |
| Break-even: |
1,239.00 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.10 |
| Spread %: |
5.59% |
| Delta: |
0.87 |
| Theta: |
-2.06 |
| Omega: |
5.62 |
| Rho: |
0.24 |
Quote data
| Open: |
1.84 |
| High: |
1.84 |
| Low: |
1.84 |
| Previous Close: |
1.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.46% |
| 1 Month |
|
|
-2.13% |
| 3 Months |
|
|
-59.38% |
| YTD |
|
|
-15.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
1.31 |
| 1M High / 1M Low: |
2.50 |
1.31 |
| 6M High / 6M Low: |
5.47 |
0.92 |
| High (YTD): |
2024-04-02 |
5.47 |
| Low (YTD): |
2024-05-02 |
0.92 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.52% |
| Volatility 6M: |
|
248.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
