UBS Call 200 3V64 21.06.2024
/ CH1198381811
UBS Call 200 3V64 21.06.2024/ CH1198381811 /
| 2024-05-17 9:40:37 AM |
Chg.-0.090 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.390EUR |
-1.20% |
-
Bid Size: - |
-
Ask Size: - |
VISA INC. CL. A DL -... |
200.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK5RFW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VISA INC. CL. A DL -,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-26 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.14 |
| Intrinsic value: |
5.11 |
| Implied volatility: |
2.21 |
| Historic volatility: |
0.12 |
| Parity: |
5.11 |
| Time value: |
2.28 |
| Break-even: |
273.90 |
| Moneyness: |
1.26 |
| Premium: |
0.09 |
| Premium p.a.: |
4.85 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.76 |
| Theta: |
-1.07 |
| Omega: |
2.59 |
| Rho: |
0.06 |
Quote data
| Open: |
7.400 |
| High: |
7.400 |
| Low: |
7.380 |
| Previous Close: |
7.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+13.69% |
| 3 Months |
|
|
-7.63% |
| YTD |
|
|
+24.20% |
| 1 Year |
|
|
+67.19% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.580 |
6.500 |
| 6M High / 6M Low: |
8.570 |
5.700 |
| High (YTD): |
2024-03-21 |
8.570 |
| Low (YTD): |
2024-01-03 |
5.840 |
| 52W High: |
2024-03-21 |
8.570 |
| 52W Low: |
2023-06-14 |
3.880 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
7.258 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.073 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
5.869 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
50.68% |
| Volatility 6M: |
|
44.29% |
| Volatility 1Y: |
|
50.14% |
| Volatility 3Y: |
|
- |
