UBS Call 126 ERT 21.06.2024
/ CH1209950885
UBS Call 126 ERT 21.06.2024/ CH1209950885 /
| 2024-06-18 9:55:30 PM |
Chg.+0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
+3.67% |
-
Bid Size: - |
-
Ask Size: - |
EL. ARTS INC. D... |
126.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK6PZB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EL. ARTS INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
126.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
1.79 |
| Historic volatility: |
0.17 |
| Parity: |
0.21 |
| Time value: |
0.72 |
| Break-even: |
135.30 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.16 |
| Spread %: |
-14.68% |
| Delta: |
0.57 |
| Theta: |
-1.36 |
| Omega: |
7.88 |
| Rho: |
0.01 |
Quote data
| Open: |
1.080 |
| High: |
1.130 |
| Low: |
1.010 |
| Previous Close: |
1.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.71% |
| 1 Month |
|
|
+213.89% |
| 3 Months |
|
|
+5.61% |
| YTD |
|
|
-30.25% |
| 1 Year |
|
|
-35.06% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.920 |
| 1M High / 1M Low: |
1.110 |
0.370 |
| 6M High / 6M Low: |
2.060 |
0.300 |
| High (YTD): |
2024-02-15 |
2.060 |
| Low (YTD): |
2024-05-08 |
0.300 |
| 52W High: |
2023-07-25 |
2.340 |
| 52W Low: |
2024-05-08 |
0.300 |
| Avg. price 1W: |
|
0.986 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.850 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.185 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.328 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
488.60% |
| Volatility 6M: |
|
237.21% |
| Volatility 1Y: |
|
183.66% |
| Volatility 3Y: |
|
- |
