UBS Call 120 ERT 21.06.2024
/ CH1212561141
UBS Call 120 ERT 21.06.2024/ CH1212561141 /
| 2024-06-17 9:54:24 AM |
Chg.+0.03 |
Bid3:02:56 PM |
Ask3:02:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
+2.03% |
1.45
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: |
8.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
2.09 |
| Historic volatility: |
0.17 |
| Parity: |
0.71 |
| Time value: |
0.76 |
| Break-even: |
134.70 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.05 |
| Spread %: |
-3.29% |
| Delta: |
0.65 |
| Theta: |
-1.30 |
| Omega: |
5.57 |
| Rho: |
0.01 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.82% |
| 1 Month |
|
|
+64.13% |
| 3 Months |
|
|
-12.21% |
| YTD |
|
|
-26.34% |
| 1 Year |
|
|
-29.44% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.48 |
| 1M High / 1M Low: |
1.67 |
0.79 |
| 6M High / 6M Low: |
2.55 |
0.65 |
| High (YTD): |
2024-02-16 |
2.55 |
| Low (YTD): |
2024-05-09 |
0.65 |
| 52W High: |
2023-07-25 |
2.70 |
| 52W Low: |
2024-05-09 |
0.65 |
| Avg. price 1W: |
|
1.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.73 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
288.51% |
| Volatility 6M: |
|
152.10% |
| Volatility 1Y: |
|
126.97% |
| Volatility 3Y: |
|
- |
