UBS Call 125 BEI 21.06.2024
/ CH1285185091
UBS Call 125 BEI 21.06.2024/ CH1285185091 /
| 2024-05-17 4:51:39 PM |
Chg.+0.070 |
Bid4:51:39 PM |
Ask4:51:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.020EUR |
+3.59% |
2.020
Bid Size: 25,000 |
2.030
Ask Size: 25,000 |
BEIERSDORF AG O.N. |
125.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL8UK0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.15 |
| Parity: |
1.90 |
| Time value: |
0.07 |
| Break-even: |
144.70 |
| Moneyness: |
1.15 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.03% |
| Delta: |
0.96 |
| Theta: |
-0.03 |
| Omega: |
6.98 |
| Rho: |
0.11 |
Quote data
| Open: |
1.930 |
| High: |
2.050 |
| Low: |
1.900 |
| Previous Close: |
1.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.01% |
| 1 Month |
|
|
+92.38% |
| 3 Months |
|
|
+37.42% |
| YTD |
|
|
+39.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.280 |
1.950 |
| 1M High / 1M Low: |
2.280 |
1.050 |
| 6M High / 6M Low: |
2.280 |
0.690 |
| High (YTD): |
2024-05-13 |
2.280 |
| Low (YTD): |
2024-04-09 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.761 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.351 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.08% |
| Volatility 6M: |
|
136.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
