OverviewChartNewsTraderScreen

UBS Call 120 ERT 21.06.2024/  CH1212561141  /

Frankfurt Zert./UBS
2024-06-19  9:51:44 AM Chg.+0.050 Bid2024-06-19 Ask- Underlying Strike price Expiration date Option type
1.680EUR +3.07% 1.680
Bid Size: 6,250		 -
Ask Size: -		 EL. ARTS INC. D... 120.00 - 2024-06-21 Call
 

Master data

WKN: UK7BBN
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EL. ARTS INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-06-21
Issue date: 2022-09-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.61
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.86
Implied volatility: 3.30
Historic volatility: 0.17
Parity: 0.86
Time value: 0.83
Break-even: 136.90
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.66
Theta: -2.89
Omega: 5.01
Rho: 0.00
 

Quote data

Open: 1.670
High: 1.680
Low: 1.670
Previous Close: 1.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.75%
1 Month  
+118.18%
3 Months  
+8.39%
YTD
  -17.24%
1 Year
  -18.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.630 1.470
1M High / 1M Low: 1.710 0.760
6M High / 6M Low: 2.530 0.710
High (YTD): 2024-02-15 2.530
Low (YTD): 2024-05-14 0.710
52W High: 2023-07-25 2.710
52W Low: 2024-05-14 0.710
Avg. price 1W:   1.538
Avg. volume 1W:   0.000
Avg. price 1M:   1.348
Avg. volume 1M:   0.000
Avg. price 6M:   1.635
Avg. volume 6M:   0.000
Avg. price 1Y:   1.734
Avg. volume 1Y:   0.000
Volatility 1M:   263.58%
Volatility 6M:   147.39%
Volatility 1Y:   126.35%
Volatility 3Y:   -