UBS Call 210 UNP 21.06.2024
/ DE000UL04DK5
UBS Call 210 UNP 21.06.2024/ DE000UL04DK5 /
2024-05-27 8:26:53 AM |
Chg.+0.01 |
Bid1:26:29 PM |
Ask1:26:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.08EUR |
+0.93% |
1.07 Bid Size: 2,500 |
1.09 Ask Size: 2,500 |
Union Pacific Corp |
210.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
UL04DK |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Union Pacific Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
210.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2022-12-07 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
19.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.09 |
Intrinsic value: |
2.03 |
Implied volatility: |
- |
Historic volatility: |
0.18 |
Parity: |
2.03 |
Time value: |
-0.94 |
Break-even: |
204.51 |
Moneyness: |
1.11 |
Premium: |
-0.04 |
Premium p.a.: |
-0.48 |
Spread abs.: |
0.01 |
Spread %: |
0.93% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.08 |
High: |
1.08 |
Low: |
1.08 |
Previous Close: |
1.07 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.28% |
1 Month |
|
|
-14.96% |
3 Months |
|
|
-12.20% |
YTD |
|
|
-5.26% |
1 Year |
|
|
+47.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.29 |
1.07 |
1M High / 1M Low: |
1.30 |
1.07 |
6M High / 6M Low: |
1.30 |
0.95 |
High (YTD): |
2024-05-17 |
1.30 |
Low (YTD): |
2024-05-24 |
1.07 |
52W High: |
2024-05-17 |
1.30 |
52W Low: |
2023-05-29 |
0.73 |
Avg. price 1W: |
|
1.17 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.25 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.18 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.03 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
58.15% |
Volatility 6M: |
|
33.26% |
Volatility 1Y: |
|
39.44% |
Volatility 3Y: |
|
- |