UBS Call 112 ERT 21.06.2024
/ CH1213895498
UBS Call 112 ERT 21.06.2024/ CH1213895498 /
6/18/2024 9:55:30 PM |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.430EUR |
-0.41% |
- Bid Size: - |
- Ask Size: - |
EL. ARTS INC. D... |
112.00 - |
6/21/2024 |
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: |
6/21/2024 |
Issue date: |
10/3/2022 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.61 |
Intrinsic value: |
1.61 |
Implied volatility: |
3.48 |
Historic volatility: |
0.17 |
Parity: |
1.61 |
Time value: |
0.83 |
Break-even: |
136.40 |
Moneyness: |
1.14 |
Premium: |
0.07 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.72 |
Theta: |
-2.27 |
Omega: |
3.78 |
Rho: |
0.01 |
Quote data
Open: |
2.450 |
High: |
2.450 |
Low: |
2.310 |
Previous Close: |
2.440 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.40% |
1 Month |
|
|
+59.87% |
3 Months |
|
|
+14.08% |
YTD |
|
|
-7.95% |
1 Year |
|
|
-6.18% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.440 |
2.240 |
1M High / 1M Low: |
2.440 |
1.530 |
6M High / 6M Low: |
3.240 |
1.320 |
High (YTD): |
2/15/2024 |
3.240 |
Low (YTD): |
5/8/2024 |
1.320 |
52W High: |
7/25/2023 |
3.310 |
52W Low: |
5/8/2024 |
1.320 |
Avg. price 1W: |
|
2.326 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.122 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.301 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.324 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
157.77% |
Volatility 6M: |
|
97.99% |
Volatility 1Y: |
|
90.34% |
Volatility 3Y: |
|
- |