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UBS Call 122 ERT 21.06.2024/  CH1198389426  /

UBS Investment Bank
2024-06-19  3:46:09 PM Chg.-0.010 Bid3:46:09 PM Ask- Underlying Strike price Expiration date Option type
1.490EUR -0.67% 1.490
Bid Size: 6,250		 -
Ask Size: -		 EL. ARTS INC. D... 122.00 - 2024-06-21 Call
 

Master data

WKN: UK5VGE
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EL. ARTS INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 122.00 -
Maturity: 2024-06-21
Issue date: 2022-08-26
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.58
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.66
Implied volatility: 3.08
Historic volatility: 0.17
Parity: 0.66
Time value: 0.84
Break-even: 137.00
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.64
Theta: -2.76
Omega: 5.45
Rho: 0.00
 

Quote data

Open: 1.490
High: 1.500
Low: 1.480
Previous Close: 1.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.50%
1 Month  
+132.81%
3 Months  
+7.19%
YTD
  -21.16%
1 Year
  -22.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.500 1.290
1M High / 1M Low: 1.500 0.660
6M High / 6M Low: 2.390 0.530
High (YTD): 2024-02-15 2.390
Low (YTD): 2024-05-08 0.530
52W High: 2023-07-25 2.600
52W Low: 2024-05-08 0.530
Avg. price 1W:   1.380
Avg. volume 1W:   0.000
Avg. price 1M:   1.208
Avg. volume 1M:   0.000
Avg. price 6M:   1.475
Avg. volume 6M:   0.000
Avg. price 1Y:   1.590
Avg. volume 1Y:   0.000
Volatility 1M:   308.84%
Volatility 6M:   169.64%
Volatility 1Y:   138.27%
Volatility 3Y:   -