UBS Call 15 INN1 21.06.2024
/ CH1285185620
UBS Call 15 INN1 21.06.2024/ CH1285185620 /
| 2024-06-04 1:39:17 PM |
Chg.-0.200 |
Bid1:39:17 PM |
Ask1:39:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.400EUR |
-12.50% |
1.400
Bid Size: 10,000 |
1.410
Ask Size: 10,000 |
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: |
9.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.21 |
| Parity: |
1.47 |
| Time value: |
0.18 |
| Break-even: |
16.65 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.05 |
| Spread %: |
3.13% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
8.33 |
| Rho: |
0.01 |
Quote data
| Open: |
1.580 |
| High: |
1.590 |
| Low: |
1.260 |
| Previous Close: |
1.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.72% |
| 1 Month |
|
|
+21.74% |
| 3 Months |
|
|
+139900.00% |
| YTD |
|
|
+400.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
1.270 |
| 1M High / 1M Low: |
1.610 |
1.200 |
| 6M High / 6M Low: |
1.610 |
0.001 |
| High (YTD): |
2024-05-21 |
1.610 |
| Low (YTD): |
2024-03-08 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.397 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.421 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.70% |
| Volatility 6M: |
|
6,405.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
