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UBS Call 124 ERT 21.06.2024/  CH1198389434  /

Frankfurt Zert./UBS
24/05/2024  16:45:51 Chg.+0.060 Bid16:57:10 Ask16:57:10 Underlying Strike price Expiration date Option type
1.060EUR +6.00% 1.070
Bid Size: 25,000		 1.080
Ask Size: 25,000		 EL. ARTS INC. D... 124.00 - 21/06/2024 Call
 

Master data

WKN: UK5XMK
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: EL. ARTS INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 124.00 -
Maturity: 21/06/2024
Issue date: 26/08/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.73
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.03
Implied volatility: 0.75
Historic volatility: 0.17
Parity: 0.03
Time value: 1.03
Break-even: 134.60
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 1.82
Spread abs.: 0.06
Spread %: 6.00%
Delta: 0.55
Theta: -0.19
Omega: 6.47
Rho: 0.04
 

Quote data

Open: 1.010
High: 1.060
Low: 1.010
Previous Close: 1.000
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+140.91%
1 Month  
+51.43%
3 Months
  -48.79%
YTD
  -39.43%
1 Year
  -38.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.440
1M High / 1M Low: 1.000 0.420
6M High / 6M Low: 2.250 0.420
High (YTD): 15/02/2024 2.200
Low (YTD): 14/05/2024 0.420
52W High: 25/07/2023 2.440
52W Low: 14/05/2024 0.420
Avg. price 1W:   0.590
Avg. volume 1W:   0.000
Avg. price 1M:   0.630
Avg. volume 1M:   0.000
Avg. price 6M:   1.454
Avg. volume 6M:   0.000
Avg. price 1Y:   1.512
Avg. volume 1Y:   0.000
Volatility 1M:   385.53%
Volatility 6M:   179.33%
Volatility 1Y:   144.87%
Volatility 3Y:   -