UBS Call 1200 1N8 21.06.2024
/ CH1306624896
UBS Call 1200 1N8 21.06.2024/ CH1306624896 /
| 5/31/2024 7:37:35 PM |
Chg.-0.060 |
Bid7:45:54 PM |
Ask7:45:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-17.65% |
0.260
Bid Size: 2,500 |
0.360
Ask Size: 2,500 |
ADYEN N.V. E... |
1,200.00 EUR |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
11/16/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
30.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.68 |
| Parity: |
-0.15 |
| Time value: |
0.39 |
| Break-even: |
1,239.00 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
1.26 |
| Spread abs.: |
0.10 |
| Spread %: |
34.48% |
| Delta: |
0.47 |
| Theta: |
-1.17 |
| Omega: |
14.40 |
| Rho: |
0.29 |
Quote data
| Open: |
0.300 |
| High: |
0.360 |
| Low: |
0.270 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.43% |
| 1 Month |
|
|
+12.90% |
| 3 Months |
|
|
-91.05% |
| YTD |
|
|
-79.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.250 |
| 1M High / 1M Low: |
0.980 |
0.248 |
| 6M High / 6M Low: |
3.960 |
0.248 |
| High (YTD): |
3/28/2024 |
3.960 |
| Low (YTD): |
5/2/2024 |
0.248 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.551 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.918 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
388.16% |
| Volatility 6M: |
|
337.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
