UBS Call 1200 1N8 21.06.2024
/ CH1306624896
UBS Call 1200 1N8 21.06.2024/ CH1306624896 /
| 11/06/2024 11:20:11 |
Chg.-0.050 |
Bid11:58:46 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-9.80% |
0.450
Bid Size: 7,500 |
-
Ask Size: - |
ADYEN N.V. E... |
1,200.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
UL9YXN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ADYEN N.V. EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,200.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
16/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.69 |
| Parity: |
0.25 |
| Time value: |
0.34 |
| Break-even: |
1,259.00 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
1.73 |
| Spread abs.: |
0.10 |
| Spread %: |
20.41% |
| Delta: |
0.61 |
| Theta: |
-2.25 |
| Omega: |
12.65 |
| Rho: |
0.19 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+89.30% |
| 1 Month |
|
|
-39.47% |
| 3 Months |
|
|
-85.58% |
| YTD |
|
|
-65.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.243 |
| 1M High / 1M Low: |
0.980 |
0.243 |
| 6M High / 6M Low: |
3.960 |
0.243 |
| High (YTD): |
28/03/2024 |
3.960 |
| Low (YTD): |
04/06/2024 |
0.243 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.391 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.907 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
452.17% |
| Volatility 6M: |
|
354.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
