UBS Call 140 BEI 21.06.2024
/ CH1285185125
UBS Call 140 BEI 21.06.2024/ CH1285185125 /
| 2024-05-17 10:34:50 AM |
Chg.-0.030 |
Bid2:31:30 PM |
Ask2:31:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-4.84% |
0.620
Bid Size: 25,000 |
0.630
Ask Size: 25,000 |
BEIERSDORF AG O.N. |
140.00 EUR |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.15 |
| Parity: |
0.40 |
| Time value: |
0.20 |
| Break-even: |
146.00 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
3.45% |
| Delta: |
0.72 |
| Theta: |
-0.05 |
| Omega: |
17.27 |
| Rho: |
0.09 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.38% |
| 1 Month |
|
|
+268.75% |
| 3 Months |
|
|
+11.32% |
| YTD |
|
|
+15.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.620 |
| 1M High / 1M Low: |
0.840 |
0.160 |
| 6M High / 6M Low: |
0.870 |
0.096 |
| High (YTD): |
2024-02-07 |
0.870 |
| Low (YTD): |
2024-04-11 |
0.096 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.752 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.496 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.415 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.85% |
| Volatility 6M: |
|
255.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
