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UBS Call 200 DB1 17.06.2024/  DE000UL2SNN4  /

EUWAX
5/24/2024  10:45:13 AM Chg.-0.050 Bid10:00:13 PM Ask10:00:13 PM Underlying Strike price Expiration date Option type
0.510EUR -8.93% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BOERSE NA O... 200.00 EUR 6/17/2024 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: 6/17/2024
Issue date: 3/23/2023
Last trading day: 6/14/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 342.04
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.15
Parity: -15.30
Time value: 0.54
Break-even: 200.54
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 2.50
Spread abs.: 0.03
Spread %: 5.88%
Delta: 0.10
Theta: -0.04
Omega: 35.78
Rho: 0.01
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.56%
1 Month
  -36.25%
3 Months
  -76.61%
YTD
  -75.94%
1 Year
  -74.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.560
1M High / 1M Low: 0.800 0.540
6M High / 6M Low: 2.740 0.540
High (YTD): 2/28/2024 2.740
Low (YTD): 5/2/2024 0.540
52W High: 2/28/2024 2.740
52W Low: 5/2/2024 0.540
Avg. price 1W:   0.580
Avg. volume 1W:   0.000
Avg. price 1M:   0.611
Avg. volume 1M:   0.000
Avg. price 6M:   1.628
Avg. volume 6M:   0.000
Avg. price 1Y:   1.514
Avg. volume 1Y:   0.000
Volatility 1M:   112.75%
Volatility 6M:   152.45%
Volatility 1Y:   128.77%
Volatility 3Y:   -