UBS Call 205 ADS 17.06.2024
/ CH1272040804
UBS Call 205 ADS 17.06.2024/ CH1272040804 /
| 2024-05-09 9:22:36 AM |
Chg.-0.23 |
Bid8:06:20 PM |
Ask8:06:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.85EUR |
-11.06% |
2.01
Bid Size: 10,000 |
2.10
Ask Size: 10,000 |
ADIDAS AG NA O.N. |
205.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL559F |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ADIDAS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.29 |
| Parity: |
1.75 |
| Time value: |
0.27 |
| Break-even: |
225.20 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
4.66% |
| Delta: |
0.84 |
| Theta: |
-0.08 |
| Omega: |
9.21 |
| Rho: |
0.18 |
Quote data
| Open: |
1.85 |
| High: |
1.85 |
| Low: |
1.85 |
| Previous Close: |
2.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.78% |
| 1 Month |
|
|
+83.17% |
| 3 Months |
|
|
+478.13% |
| YTD |
|
|
+125.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.34 |
2.08 |
| 1M High / 1M Low: |
2.84 |
0.90 |
| 6M High / 6M Low: |
2.84 |
0.21 |
| High (YTD): |
2024-04-29 |
2.84 |
| Low (YTD): |
2024-01-18 |
0.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
380.31% |
| Volatility 6M: |
|
340.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
