UBS Call 210 3V64 21.06.2024
/ CH1209951586
UBS Call 210 3V64 21.06.2024/ CH1209951586 /
| 5/17/2024 9:29:31 AM |
Chg.-0.020 |
Bid9:41:19 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.490EUR |
-0.31% |
-
Bid Size: - |
-
Ask Size: - |
VISA INC. CL. A DL -... |
210.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
UK588B |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VISA INC. CL. A DL -,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
8/15/2022 |
| Last trading day: |
5/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.30 |
| Intrinsic value: |
4.28 |
| Implied volatility: |
3.40 |
| Historic volatility: |
0.12 |
| Parity: |
4.28 |
| Time value: |
2.21 |
| Break-even: |
274.90 |
| Moneyness: |
1.20 |
| Premium: |
0.09 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.15% |
| Delta: |
0.74 |
| Theta: |
-2.99 |
| Omega: |
2.89 |
| Rho: |
0.02 |
Quote data
| Open: |
6.470 |
| High: |
6.490 |
| Low: |
6.470 |
| Previous Close: |
6.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.96% |
| 3 Months |
|
|
-8.07% |
| YTD |
|
|
+27.01% |
| 1 Year |
|
|
+93.73% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.620 |
6.490 |
| 6M High / 6M Low: |
7.690 |
4.980 |
| High (YTD): |
3/21/2024 |
7.690 |
| Low (YTD): |
1/3/2024 |
4.980 |
| 52W High: |
3/21/2024 |
7.690 |
| 52W Low: |
10/27/2023 |
3.250 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.259 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
5.113 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
15.14% |
| Volatility 6M: |
|
50.11% |
| Volatility 1Y: |
|
56.57% |
| Volatility 3Y: |
|
- |
