UBS Call 14.5 INN1 21.06.2024
/ CH1285185612
UBS Call 14.5 INN1 21.06.2024/ CH1285185612 /
| 29/05/2024 10:15:39 |
Chg.-0.19 |
Bid10:45:39 |
Ask10:45:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.83EUR |
-9.41% |
1.86
Bid Size: 10,000 |
1.87
Ask Size: 10,000 |
ING GROEP NV EO... |
14.50 EUR |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
14/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
1.86 |
| Time value: |
0.05 |
| Break-even: |
16.41 |
| Moneyness: |
1.13 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
2.69% |
| Delta: |
0.96 |
| Theta: |
0.00 |
| Omega: |
8.25 |
| Rho: |
0.01 |
Quote data
| Open: |
1.83 |
| High: |
1.83 |
| Low: |
1.83 |
| Previous Close: |
2.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.44% |
| 1 Month |
|
|
+84.85% |
| 3 Months |
|
|
+9050.00% |
| YTD |
|
|
+315.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
1.89 |
| 1M High / 1M Low: |
2.18 |
0.90 |
| 6M High / 6M Low: |
2.18 |
0.00 |
| High (YTD): |
20/05/2024 |
2.18 |
| Low (YTD): |
06/02/2024 |
0.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
325.78% |
| Volatility 6M: |
|
2,661.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
