UBS Call 115 ERT 21.06.2024
/ CH1213895514
UBS Call 115 ERT 21.06.2024/ CH1213895514 /
| 2024-06-14 9:30:24 AM |
Chg.-0.09 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.97EUR |
-4.37% |
-
Bid Size: - |
-
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: |
6.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
2.12 |
| Historic volatility: |
0.17 |
| Parity: |
1.20 |
| Time value: |
0.80 |
| Break-even: |
135.00 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
39.58 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.69 |
| Theta: |
-1.02 |
| Omega: |
4.40 |
| Rho: |
0.01 |
Quote data
| Open: |
1.97 |
| High: |
1.97 |
| Low: |
1.97 |
| Previous Close: |
2.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.29% |
| 1 Month |
|
|
+60.16% |
| 3 Months |
|
|
-6.64% |
| YTD |
|
|
-18.26% |
| 1 Year |
|
|
-18.93% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.06 |
1.97 |
| 1M High / 1M Low: |
2.15 |
1.23 |
| 6M High / 6M Low: |
2.98 |
1.03 |
| High (YTD): |
2024-02-16 |
2.98 |
| Low (YTD): |
2024-05-09 |
1.03 |
| 52W High: |
2023-07-25 |
3.06 |
| 52W Low: |
2024-05-09 |
1.03 |
| Avg. price 1W: |
|
2.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.10 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
199.66% |
| Volatility 6M: |
|
116.99% |
| Volatility 1Y: |
|
103.15% |
| Volatility 3Y: |
|
- |
