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UBS Call 114 ERT 21.06.2024/  CH1213895506  /

UBS Investment Bank
2024-06-18  8:26:59 PM Chg.-0.040 Bid8:26:59 PM Ask- Underlying Strike price Expiration date Option type
2.210EUR -1.78% 2.210
Bid Size: 25,000		 -
Ask Size: -		 EL. ARTS INC. D... 114.00 - 2024-06-21 Call
 

Master data

WKN: UK7S01
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EL. ARTS INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 114.00 -
Maturity: 2024-06-21
Issue date: 2022-10-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.93
Leverage: Yes

Calculated values

Fair value: 1.41
Intrinsic value: 1.41
Implied volatility: 3.07
Historic volatility: 0.17
Parity: 1.41
Time value: 0.75
Break-even: 135.60
Moneyness: 1.12
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: -0.08
Spread %: -3.57%
Delta: 0.71
Theta: -2.04
Omega: 4.22
Rho: 0.01
 

Quote data

Open: 2.250
High: 2.260
Low: 2.120
Previous Close: 2.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.31%
1 Month  
+64.93%
3 Months  
+12.76%
YTD
  -11.25%
1 Year
  -10.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.250 2.040
1M High / 1M Low: 2.250 1.340
6M High / 6M Low: 3.060 1.150
High (YTD): 2024-02-15 3.060
Low (YTD): 2024-05-08 1.150
52W High: 2023-07-25 3.160
52W Low: 2024-05-08 1.150
Avg. price 1W:   2.124
Avg. volume 1W:   0.000
Avg. price 1M:   1.932
Avg. volume 1M:   0.000
Avg. price 6M:   2.126
Avg. volume 6M:   0.000
Avg. price 1Y:   2.168
Avg. volume 1Y:   0.000
Volatility 1M:   173.90%
Volatility 6M:   106.75%
Volatility 1Y:   96.31%
Volatility 3Y:   -