UBS Call 14.5 INN1 21.06.2024
/ CH1285185612
UBS Call 14.5 INN1 21.06.2024/ CH1285185612 /
| 2024-06-04 10:26:42 AM |
Chg.-0.26 |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.84EUR |
-12.38% |
-
Bid Size: - |
-
Ask Size: - |
ING GROEP NV EO... |
14.50 EUR |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| 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: |
1.84 |
| High: |
1.84 |
| Low: |
1.84 |
| Previous Close: |
2.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.91% |
| 1 Month |
|
|
+7.60% |
| 3 Months |
|
|
+4500.00% |
| YTD |
|
|
+318.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.10 |
1.81 |
| 1M High / 1M Low: |
2.18 |
1.62 |
| 6M High / 6M Low: |
2.18 |
0.00 |
| High (YTD): |
2024-05-20 |
2.18 |
| Low (YTD): |
2024-02-06 |
0.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.95% |
| Volatility 6M: |
|
2,651.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
