UBS Call 112 ERT 21.06.2024
/ CH1213895498
UBS Call 112 ERT 21.06.2024/ CH1213895498 /
| 2024-06-20 9:33:51 AM |
Chg.- |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.44EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
EL. ARTS INC. D... |
112.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK7T34 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EL. ARTS INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
112.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
5.79 |
| Historic volatility: |
0.17 |
| Parity: |
1.65 |
| Time value: |
0.77 |
| Break-even: |
136.20 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.73 |
| Theta: |
-6.47 |
| Omega: |
3.87 |
| Rho: |
0.00 |
Quote data
| Open: |
2.44 |
| High: |
2.44 |
| Low: |
2.44 |
| Previous Close: |
2.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.49% |
| 1 Month |
|
|
+58.44% |
| 3 Months |
|
|
+15.09% |
| YTD |
|
|
-7.92% |
| 1 Year |
|
|
+5.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.45 |
2.27 |
| 1M High / 1M Low: |
2.45 |
1.54 |
| 6M High / 6M Low: |
3.24 |
1.29 |
| High (YTD): |
2024-02-16 |
3.24 |
| Low (YTD): |
2024-05-09 |
1.29 |
| 52W High: |
2023-07-25 |
3.28 |
| 52W Low: |
2024-05-09 |
1.29 |
| Avg. price 1W: |
|
2.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.32 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
158.51% |
| Volatility 6M: |
|
101.99% |
| Volatility 1Y: |
|
92.47% |
| Volatility 3Y: |
|
- |
