UBS Call 132 ERT 21.06.2024
/ CH1209950919
UBS Call 132 ERT 21.06.2024/ CH1209950919 /
| 2024-06-14 9:55:54 PM |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
EL. ARTS INC. D... |
132.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK6N1X |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
EL. ARTS INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
132.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.17 |
| Parity: |
-0.50 |
| Time value: |
0.36 |
| Break-even: |
135.60 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
52.14 |
| Spread abs.: |
-0.04 |
| Spread %: |
-10.00% |
| Delta: |
0.39 |
| Theta: |
-0.45 |
| Omega: |
13.67 |
| Rho: |
0.01 |
Quote data
| Open: |
0.370 |
| High: |
0.430 |
| Low: |
0.330 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.93% |
| 1 Month |
|
|
+227.87% |
| 3 Months |
|
|
-52.94% |
| YTD |
|
|
-67.48% |
| 1 Year |
|
|
-72.60% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.400 |
| 1M High / 1M Low: |
0.630 |
0.101 |
| 6M High / 6M Low: |
1.600 |
0.091 |
| High (YTD): |
2024-02-15 |
1.600 |
| Low (YTD): |
2024-05-08 |
0.091 |
| 52W High: |
2023-07-25 |
1.970 |
| 52W Low: |
2024-05-08 |
0.091 |
| Avg. price 1W: |
|
0.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.344 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.811 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.988 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
1,055.34% |
| Volatility 6M: |
|
469.15% |
| Volatility 1Y: |
|
341.31% |
| Volatility 3Y: |
|
- |
