UBS Call 120 ERT 21.06.2024
/ CH1212561141
UBS Call 120 ERT 21.06.2024/ CH1212561141 /
| 2024-06-18 9:55:30 PM |
Chg.+0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.690EUR |
+1.20% |
-
Bid Size: - |
-
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: |
8.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
2.55 |
| Historic volatility: |
0.17 |
| Parity: |
0.81 |
| Time value: |
0.78 |
| Break-even: |
135.90 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.07 |
| Spread %: |
-4.22% |
| Delta: |
0.65 |
| Theta: |
-1.82 |
| Omega: |
5.27 |
| Rho: |
0.01 |
Quote data
| Open: |
1.670 |
| High: |
1.690 |
| Low: |
1.560 |
| Previous Close: |
1.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.29% |
| 1 Month |
|
|
+111.25% |
| 3 Months |
|
|
+12.67% |
| YTD |
|
|
-17.16% |
| 1 Year |
|
|
-18.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.670 |
1.480 |
| 1M High / 1M Low: |
1.670 |
0.830 |
| 6M High / 6M Low: |
2.550 |
0.670 |
| High (YTD): |
2024-02-15 |
2.550 |
| Low (YTD): |
2024-05-08 |
0.670 |
| 52W High: |
2023-07-25 |
2.740 |
| 52W Low: |
2024-05-08 |
0.670 |
| Avg. price 1W: |
|
1.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.386 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.638 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.730 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
264.80% |
| Volatility 6M: |
|
147.68% |
| Volatility 1Y: |
|
124.06% |
| Volatility 3Y: |
|
- |
