UBS Call 125 BEI 21.06.2024
/ CH1285185091
UBS Call 125 BEI 21.06.2024/ CH1285185091 /
| 2024-05-17 10:34:50 AM |
Chg.-0.02 |
Bid7:45:01 PM |
Ask7:45:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.96EUR |
-1.01% |
2.03
Bid Size: 500 |
2.05
Ask Size: 500 |
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: |
1.96 |
| High: |
1.96 |
| Low: |
1.96 |
| Previous Close: |
1.98 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.26% |
| 1 Month |
|
|
+94.06% |
| 3 Months |
|
|
+27.27% |
| YTD |
|
|
+38.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.25 |
1.98 |
| 1M High / 1M Low: |
2.25 |
1.01 |
| 6M High / 6M Low: |
2.25 |
0.71 |
| High (YTD): |
2024-05-14 |
2.25 |
| Low (YTD): |
2024-04-11 |
0.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.86% |
| Volatility 6M: |
|
142.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
