UBS Call 130 BEI 21.06.2024
/ CH1285185109
UBS Call 130 BEI 21.06.2024/ CH1285185109 /
| 5/21/2024 8:35:06 AM |
Chg.-0.010 |
Bid8:35:06 AM |
Ask8:35:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.560EUR |
-0.64% |
1.560
Bid Size: 500 |
1.580
Ask Size: 500 |
BEIERSDORF AG O.N. |
130.00 EUR |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
9/14/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.15 |
| Parity: |
1.47 |
| Time value: |
0.10 |
| Break-even: |
145.70 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.29% |
| Delta: |
0.91 |
| Theta: |
-0.04 |
| Omega: |
8.36 |
| Rho: |
0.10 |
Quote data
| Open: |
1.550 |
| High: |
1.570 |
| Low: |
1.550 |
| Previous Close: |
1.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.11% |
| 1 Month |
|
|
+83.53% |
| 3 Months |
|
|
+21.88% |
| YTD |
|
|
+44.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.610 |
1.460 |
| 1M High / 1M Low: |
1.790 |
0.920 |
| 6M High / 6M Low: |
1.790 |
0.400 |
| High (YTD): |
5/13/2024 |
1.790 |
| Low (YTD): |
4/9/2024 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.402 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.993 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.90% |
| Volatility 6M: |
|
167.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
