UBS Call 160 DB1 17.06.2024
/ CH1213915130
UBS Call 160 DB1 17.06.2024/ CH1213915130 /
| 23/05/2024 08:06:40 |
Chg.+0.02 |
Bid08:25:19 |
Ask08:25:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.54EUR |
+0.79% |
2.53
Bid Size: 2,000 |
2.56
Ask Size: 2,000 |
DEUTSCHE BOERSE NA O... |
160.00 - |
17/06/2024 |
Call |
Master data
| WKN: |
UK8CYJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
17/06/2024 |
| Issue date: |
18/10/2022 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.51 |
| Intrinsic value: |
2.47 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.15 |
| Parity: |
2.47 |
| Time value: |
0.09 |
| Break-even: |
185.60 |
| Moneyness: |
1.15 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
1.19% |
| Delta: |
0.94 |
| Theta: |
-0.06 |
| Omega: |
6.79 |
| Rho: |
0.11 |
Quote data
| Open: |
2.54 |
| High: |
2.54 |
| Low: |
2.54 |
| Previous Close: |
2.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.12% |
| 1 Month |
|
|
-11.81% |
| 3 Months |
|
|
-22.09% |
| YTD |
|
|
-13.31% |
| 1 Year |
|
|
+15.98% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.60 |
2.08 |
| 1M High / 1M Low: |
2.89 |
2.06 |
| 6M High / 6M Low: |
3.59 |
1.92 |
| High (YTD): |
28/02/2024 |
3.59 |
| Low (YTD): |
15/05/2024 |
2.06 |
| 52W High: |
28/02/2024 |
3.59 |
| 52W Low: |
27/10/2023 |
0.91 |
| Avg. price 1W: |
|
2.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.23 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
151.02% |
| Volatility 6M: |
|
93.36% |
| Volatility 1Y: |
|
100.50% |
| Volatility 3Y: |
|
- |
