UBS Call 124 ERT 21.06.2024
/ CH1198389434
UBS Call 124 ERT 21.06.2024/ CH1198389434 /
| 6/14/2024 7:32:54 PM |
Chg.-0.030 |
Bid9:56:31 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
-2.68% |
-
Bid Size: - |
-
Ask Size: - |
EL. ARTS INC. D... |
124.00 - |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
8/26/2022 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
1.48 |
| Historic volatility: |
0.17 |
| Parity: |
0.30 |
| Time value: |
0.81 |
| Break-even: |
135.10 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
41.45 |
| Spread abs.: |
-0.03 |
| Spread %: |
-2.63% |
| Delta: |
0.59 |
| Theta: |
-0.79 |
| Omega: |
6.74 |
| Rho: |
0.01 |
Quote data
| Open: |
1.110 |
| High: |
1.120 |
| Low: |
1.070 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.66% |
| 1 Month |
|
|
+94.64% |
| 3 Months |
|
|
-21.01% |
| YTD |
|
|
-37.71% |
| 1 Year |
|
|
-42.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
1.090 |
| 1M High / 1M Low: |
1.340 |
0.440 |
| 6M High / 6M Low: |
2.200 |
0.420 |
| High (YTD): |
2/15/2024 |
2.200 |
| Low (YTD): |
5/14/2024 |
0.420 |
| 52W High: |
7/25/2023 |
2.440 |
| 52W Low: |
5/14/2024 |
0.420 |
| Avg. price 1W: |
|
1.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.936 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.337 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.464 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
384.92% |
| Volatility 6M: |
|
197.47% |
| Volatility 1Y: |
|
156.72% |
| Volatility 3Y: |
|
- |
