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UBS Call 200 DB1 17.06.2024/  DE000UL2SNN4  /

Frankfurt Zert./UBS
2024-05-23  12:34:36 PM Chg.+0.010 Bid2024-05-23 Ask2024-05-23 Underlying Strike price Expiration date Option type
0.540EUR +1.89% 0.540
Bid Size: 2,000		 0.550
Ask Size: 2,000		 DEUTSCHE BOERSE NA O... 200.00 EUR 2024-06-17 Call
 

Master data

WKN: UL2SNN
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 200.00 EUR
Maturity: 2024-06-17
Issue date: 2023-03-23
Last trading day: 2024-06-14
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 330.09
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.15
Parity: -15.15
Time value: 0.56
Break-even: 200.56
Moneyness: 0.92
Premium: 0.08
Premium p.a.: 2.29
Spread abs.: 0.03
Spread %: 5.66%
Delta: 0.11
Theta: -0.04
Omega: 35.54
Rho: 0.01
 

Quote data

Open: 0.550
High: 0.560
Low: 0.540
Previous Close: 0.530
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.57%
1 Month
  -54.62%
3 Months
  -76.21%
YTD
  -76.21%
1 Year
  -74.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.530
1M High / 1M Low: 1.190 0.530
6M High / 6M Low: 2.790 0.530
High (YTD): 2024-02-29 2.790
Low (YTD): 2024-05-22 0.530
52W High: 2024-02-29 2.790
52W Low: 2024-05-22 0.530
Avg. price 1W:   0.570
Avg. volume 1W:   0.000
Avg. price 1M:   0.625
Avg. volume 1M:   0.000
Avg. price 6M:   1.628
Avg. volume 6M:   0.000
Avg. price 1Y:   1.518
Avg. volume 1Y:   0.000
Volatility 1M:   180.91%
Volatility 6M:   159.09%
Volatility 1Y:   133.45%
Volatility 3Y:   -