UBS Call 145 BEI 21.06.2024
/ CH1285185133
UBS Call 145 BEI 21.06.2024/ CH1285185133 /
2024-05-17 10:34:50 AM |
Chg.-0.020 |
Bid8:25:19 PM |
Ask8:25:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
-6.90% |
0.310 Bid Size: 500 |
0.330 Ask Size: 500 |
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: |
51.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.15 |
Parity: |
-0.10 |
Time value: |
0.28 |
Break-even: |
147.80 |
Moneyness: |
0.99 |
Premium: |
0.03 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.02 |
Spread %: |
7.69% |
Delta: |
0.49 |
Theta: |
-0.05 |
Omega: |
24.98 |
Rho: |
0.06 |
Quote data
Open: |
0.270 |
High: |
0.270 |
Low: |
0.270 |
Previous Close: |
0.290 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-34.15% |
1 Month |
|
|
+302.99% |
3 Months |
|
|
-18.18% |
YTD |
|
|
-18.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.290 |
1M High / 1M Low: |
0.460 |
0.067 |
6M High / 6M Low: |
0.590 |
0.036 |
High (YTD): |
2024-02-07 |
0.590 |
Low (YTD): |
2024-04-11 |
0.036 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.394 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.245 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.245 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
266.80% |
Volatility 6M: |
|
308.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |