UBS Call 135 BEI 21.06.2024
/ CH1285185117
UBS Call 135 BEI 21.06.2024/ CH1285185117 /
| 17/05/2024 10:34:50 |
Chg.-0.02 |
Bid20:08:48 |
Ask20:08:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-1.94% |
1.07
Bid Size: 500 |
1.09
Ask Size: 500 |
BEIERSDORF AG O.N. |
135.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
UL8Y4X |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
14/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
0.90 |
| Time value: |
0.12 |
| Break-even: |
145.20 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.00% |
| Delta: |
0.86 |
| Theta: |
-0.04 |
| Omega: |
12.12 |
| Rho: |
0.11 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.83% |
| 1 Month |
|
|
+197.06% |
| 3 Months |
|
|
+24.69% |
| YTD |
|
|
+34.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
1.03 |
| 1M High / 1M Low: |
1.29 |
0.34 |
| 6M High / 6M Low: |
1.29 |
0.21 |
| High (YTD): |
14/05/2024 |
1.29 |
| Low (YTD): |
11/04/2024 |
0.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.03% |
| Volatility 6M: |
|
213.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
