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UBS Call 200 DB1 17.06.2024/  DE000UL2SNN4  /

EUWAX
2024-05-10  10:18:19 AM Chg.+0.050 Bid10:00:13 PM Ask10:00:13 PM Underlying Strike price Expiration date Option type
0.660EUR +8.20% -
Bid Size: -		 -
Ask Size: -		 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: 288.38
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.16
Parity: -12.55
Time value: 0.65
Break-even: 200.65
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 0.96
Spread abs.: 0.03
Spread %: 4.84%
Delta: 0.13
Theta: -0.03
Omega: 38.16
Rho: 0.02
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.20%
1 Month
  -47.20%
3 Months
  -67.49%
YTD
  -68.87%
1 Year
  -72.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.580
1M High / 1M Low: 1.640 0.540
6M High / 6M Low: 2.740 0.540
High (YTD): 2024-02-28 2.740
Low (YTD): 2024-05-02 0.540
52W High: 2024-02-28 2.740
52W Low: 2024-05-02 0.540
Avg. price 1W:   0.614
Avg. volume 1W:   0.000
Avg. price 1M:   0.931
Avg. volume 1M:   0.000
Avg. price 6M:   1.647
Avg. volume 6M:   0.000
Avg. price 1Y:   1.565
Avg. volume 1Y:   0.000
Volatility 1M:   203.55%
Volatility 6M:   153.09%
Volatility 1Y:   128.84%
Volatility 3Y:   -