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UBS Call 115 ERT 21.06.2024/  CH1213895514  /

Frankfurt Zert./UBS
2024-05-24  11:52:57 AM Chg.+0.020 Bid2024-05-24 Ask- Underlying Strike price Expiration date Option type
1.850EUR +1.09% 1.850
Bid Size: 6,250		 -
Ask Size: -		 EL. ARTS INC. D... 115.00 - 2024-06-21 Call
 

Master data

WKN: UK7GNS
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EL. ARTS INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 2024-06-21
Issue date: 2022-10-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.79
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.93
Implied volatility: 0.98
Historic volatility: 0.17
Parity: 0.93
Time value: 0.90
Break-even: 133.30
Moneyness: 1.08
Premium: 0.07
Premium p.a.: 1.48
Spread abs.: 0.01
Spread %: 0.55%
Delta: 0.67
Theta: -0.23
Omega: 4.53
Rho: 0.05
 

Quote data

Open: 1.830
High: 1.860
Low: 1.830
Previous Close: 1.830
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+55.46%
1 Month  
+38.06%
3 Months
  -34.40%
YTD
  -22.92%
1 Year
  -17.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.830 1.190
1M High / 1M Low: 1.830 1.140
6M High / 6M Low: 2.960 1.140
High (YTD): 2024-02-15 2.960
Low (YTD): 2024-05-14 1.140
52W High: 2023-07-25 3.050
52W Low: 2024-05-14 1.140
Avg. price 1W:   1.362
Avg. volume 1W:   0.000
Avg. price 1M:   1.336
Avg. volume 1M:   0.000
Avg. price 6M:   2.141
Avg. volume 6M:   0.000
Avg. price 1Y:   2.129
Avg. volume 1Y:   0.000
Volatility 1M:   182.32%
Volatility 6M:   99.50%
Volatility 1Y:   95.08%
Volatility 3Y:   -