UBS Call 140 BEI 21.06.2024
/ CH1285185125
UBS Call 140 BEI 21.06.2024/ CH1285185125 /
| 03/06/2024 08:42:22 |
Chg.+0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+5.00% |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
140.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
UL86QF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
14/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
23.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.14 |
| Parity: |
0.44 |
| Time value: |
0.19 |
| Break-even: |
146.20 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
3.33% |
| Delta: |
0.72 |
| Theta: |
-0.08 |
| Omega: |
16.71 |
| Rho: |
0.05 |
Quote data
| Open: |
0.630 |
| High: |
0.640 |
| Low: |
0.620 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
+5.00% |
| 3 Months |
|
|
+154.03% |
| YTD |
|
|
+21.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.450 |
| 1M High / 1M Low: |
0.850 |
0.450 |
| 6M High / 6M Low: |
0.850 |
0.095 |
| High (YTD): |
10/05/2024 |
0.850 |
| Low (YTD): |
09/04/2024 |
0.095 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.664 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.448 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.46% |
| Volatility 6M: |
|
267.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
