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UBS Call 205 CAT1 21.06.2024/  CH1269674847  /

UBS Investment Bank
2024-06-07  9:56:59 PM Chg.+0.130 Bid- Ask- Underlying Strike price Expiration date Option type
11.500EUR +1.14% -
Bid Size: -		 -
Ask Size: -		 CATERPILLAR INC. ... 205.00 - 2024-06-21 Call
 

Master data

WKN: UL4X51
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CATERPILLAR INC. DL 1
Type: Warrant
Option type: Call
Strike price: 205.00 -
Maturity: 2024-06-21
Issue date: 2023-05-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.61
Leverage: Yes

Calculated values

Fair value: 9.98
Intrinsic value: 9.95
Implied volatility: 2.78
Historic volatility: 0.24
Parity: 9.95
Time value: 1.70
Break-even: 321.50
Moneyness: 1.49
Premium: 0.06
Premium p.a.: 3.58
Spread abs.: 0.15
Spread %: 1.30%
Delta: 0.85
Theta: -1.48
Omega: 2.21
Rho: 0.05
 

Quote data

Open: 11.320
High: 11.840
Low: 11.020
Previous Close: 11.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.56%
1 Month
  -12.55%
3 Months
  -7.85%
YTD  
+34.19%
1 Year  
+146.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.580 11.250
1M High / 1M Low: 14.610 11.250
6M High / 6M Low: 16.230 5.760
High (YTD): 2024-04-05 16.230
Low (YTD): 2024-01-17 7.160
52W High: 2024-04-05 16.230
52W Low: 2023-10-31 3.600
Avg. price 1W:   11.424
Avg. volume 1W:   0.000
Avg. price 1M:   13.099
Avg. volume 1M:   0.000
Avg. price 6M:   11.583
Avg. volume 6M:   0.000
Avg. price 1Y:   8.868
Avg. volume 1Y:   0.000
Volatility 1M:   47.68%
Volatility 6M:   68.09%
Volatility 1Y:   79.32%
Volatility 3Y:   -