UBS Call 135 BEI 21.06.2024
/ CH1285185117
UBS Call 135 BEI 21.06.2024/ CH1285185117 /
| 2024-05-21 8:49:56 AM |
Chg.+0.01 |
Bid10:52:21 AM |
Ask10:52:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
+0.93% |
1.11
Bid Size: 25,000 |
1.12
Ask Size: 25,000 |
BEIERSDORF AG O.N. |
135.00 EUR |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.15 |
| Parity: |
1.04 |
| Time value: |
0.08 |
| Break-even: |
146.10 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.83% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
12.02 |
| Rho: |
0.10 |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.28% |
| 1 Month |
|
|
+125.00% |
| 3 Months |
|
|
+24.14% |
| YTD |
|
|
+44.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
1.01 |
| 1M High / 1M Low: |
1.29 |
0.54 |
| 6M High / 6M Low: |
1.29 |
0.21 |
| High (YTD): |
2024-05-14 |
1.29 |
| Low (YTD): |
2024-04-11 |
0.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.83% |
| Volatility 6M: |
|
212.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
