UBS Call 130 BEI 21.06.2024
/ CH1285185109
UBS Call 130 BEI 21.06.2024/ CH1285185109 /
| 03/06/2024 12:50:47 |
Chg.-0.080 |
Bid13:18:57 |
Ask13:18:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.400EUR |
-5.41% |
1.420
Bid Size: 25,000 |
1.430
Ask Size: 25,000 |
BEIERSDORF AG O.N. |
130.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
UL8VMR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
14/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
1.44 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.14 |
| Parity: |
1.44 |
| Time value: |
0.12 |
| Break-even: |
145.50 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.31% |
| Delta: |
0.87 |
| Theta: |
-0.09 |
| Omega: |
8.14 |
| Rho: |
0.05 |
Quote data
| Open: |
1.510 |
| High: |
1.510 |
| Low: |
1.390 |
| Previous Close: |
1.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.63% |
| 1 Month |
|
|
-2.78% |
| 3 Months |
|
|
+108.96% |
| YTD |
|
|
+28.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.640 |
1.350 |
| 1M High / 1M Low: |
1.790 |
1.350 |
| 6M High / 6M Low: |
1.790 |
0.400 |
| High (YTD): |
13/05/2024 |
1.790 |
| Low (YTD): |
09/04/2024 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.571 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.053 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.21% |
| Volatility 6M: |
|
153.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
