UBS Call 22 INL 21.06.2024
/ DE000UL0JD89
UBS Call 22 INL 21.06.2024/ DE000UL0JD89 /
| 11/06/2024 08:59:13 |
Chg.+0.010 |
Bid22:00:14 |
Ask22:00:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+1.20% |
-
Bid Size: - |
-
Ask Size: - |
INTEL CORP. DL... |
22.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
UL0JD8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
INTEL CORP. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
06/01/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
3.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
2.47 |
| Historic volatility: |
0.35 |
| Parity: |
0.67 |
| Time value: |
0.16 |
| Break-even: |
30.30 |
| Moneyness: |
1.31 |
| Premium: |
0.06 |
| Premium p.a.: |
6.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.80 |
| Theta: |
-0.16 |
| Omega: |
2.79 |
| Rho: |
0.00 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
+12.00% |
| 3 Months |
|
|
-7.69% |
| YTD |
|
|
-5.62% |
| 1 Year |
|
|
+35.48% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.780 |
| 1M High / 1M Low: |
0.860 |
0.740 |
| 6M High / 6M Low: |
0.940 |
0.740 |
| High (YTD): |
02/04/2024 |
0.940 |
| Low (YTD): |
13/05/2024 |
0.740 |
| 52W High: |
02/04/2024 |
0.940 |
| 52W Low: |
06/07/2023 |
0.630 |
| Avg. price 1W: |
|
0.800 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.807 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.877 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.811 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
70.67% |
| Volatility 6M: |
|
34.31% |
| Volatility 1Y: |
|
33.80% |
| Volatility 3Y: |
|
- |
