UBS Call 145 BEI 21.06.2024
/ CH1285185133
UBS Call 145 BEI 21.06.2024/ CH1285185133 /
| 2024-06-06 11:13:01 AM |
Chg.+0.022 |
Bid11:13:01 AM |
Ask11:13:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.212EUR |
+11.58% |
0.212
Bid Size: 25,000 |
0.222
Ask Size: 25,000 |
BEIERSDORF AG O.N. |
145.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL8VN3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
68.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
-0.10 |
| Time value: |
0.21 |
| Break-even: |
147.10 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.02 |
| Spread %: |
10.53% |
| Delta: |
0.46 |
| Theta: |
-0.09 |
| Omega: |
31.43 |
| Rho: |
0.03 |
Quote data
| Open: |
0.176 |
| High: |
0.225 |
| Low: |
0.176 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.68% |
| 1 Month |
|
|
-35.76% |
| 3 Months |
|
|
+105.83% |
| YTD |
|
|
-37.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.161 |
| 1M High / 1M Low: |
0.470 |
0.161 |
| 6M High / 6M Low: |
0.520 |
0.024 |
| High (YTD): |
2024-02-06 |
0.520 |
| Low (YTD): |
2024-04-04 |
0.024 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.307 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.254 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.58% |
| Volatility 6M: |
|
389.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
