UBS Call 14.5 INN1 21.06.2024
/ CH1285185612
UBS Call 14.5 INN1 21.06.2024/ CH1285185612 /
| 6/4/2024 6:14:54 PM |
Chg.-0.370 |
Bid6:36:40 PM |
Ask6:36:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
-18.50% |
1.630
Bid Size: 7,500 |
1.660
Ask Size: 7,500 |
ING GROEP NV EO... |
14.50 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
UL85FD |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ING GROEP NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
9/14/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
1.97 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.21 |
| Parity: |
1.97 |
| Time value: |
0.16 |
| Break-even: |
16.63 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.05 |
| Spread %: |
2.40% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
6.73 |
| Rho: |
0.01 |
Quote data
| Open: |
2.020 |
| High: |
2.030 |
| Low: |
1.630 |
| Previous Close: |
2.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.30% |
| 1 Month |
|
|
+3.16% |
| 3 Months |
|
|
+162900.00% |
| YTD |
|
|
+279.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.000 |
1.740 |
| 1M High / 1M Low: |
2.060 |
1.620 |
| 6M High / 6M Low: |
2.060 |
0.001 |
| High (YTD): |
5/21/2024 |
2.060 |
| Low (YTD): |
3/5/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.894 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.860 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.617 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.76% |
| Volatility 6M: |
|
1,863.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
