UBS Call 125 BEI 21.06.2024
/ CH1285185091
UBS Call 125 BEI 21.06.2024/ CH1285185091 /
| 14/06/2024 09:52:12 |
Chg.+0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.150EUR |
+1.42% |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
125.00 EUR |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
14/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
2.03 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.14 |
| Parity: |
2.03 |
| Time value: |
0.09 |
| Break-even: |
146.20 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.91 |
| Theta: |
-0.22 |
| Omega: |
6.21 |
| Rho: |
0.02 |
Quote data
| Open: |
2.140 |
| High: |
2.160 |
| Low: |
2.130 |
| Previous Close: |
2.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.04% |
| 1 Month |
|
|
+2.38% |
| 3 Months |
|
|
+79.17% |
| YTD |
|
|
+48.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.120 |
1.940 |
| 1M High / 1M Low: |
2.200 |
1.770 |
| 6M High / 6M Low: |
2.280 |
0.690 |
| High (YTD): |
13/05/2024 |
2.280 |
| Low (YTD): |
09/04/2024 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.013 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.493 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.21% |
| Volatility 6M: |
|
132.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
