UBS Call 15 INN1 21.06.2024
/ CH1285185620
UBS Call 15 INN1 21.06.2024/ CH1285185620 /
| 2024-06-07 3:03:59 PM |
Chg.+0.30 |
Bid4:22:40 PM |
Ask4:22:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
+23.44% |
1.53
Bid Size: 10,000 |
-
Ask Size: - |
ING GROEP NV EO... |
15.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL8UBN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ING GROEP NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.21 |
| Parity: |
1.34 |
| Time value: |
0.11 |
| Break-even: |
16.45 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.05 |
| Spread %: |
3.57% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
9.80 |
| Rho: |
0.00 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.47% |
| 1 Month |
|
|
+26.40% |
| 3 Months |
|
|
+5166.67% |
| YTD |
|
|
+444.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
1.20 |
| 1M High / 1M Low: |
1.70 |
1.20 |
| 6M High / 6M Low: |
1.70 |
0.00 |
| High (YTD): |
2024-05-20 |
1.70 |
| Low (YTD): |
2024-02-29 |
0.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.66% |
| Volatility 6M: |
|
2,867.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
