UBS Call 22 INL 21.06.2024
/ DE000UL0JD89
UBS Call 22 INL 21.06.2024/ DE000UL0JD89 /
| 6/12/2024 9:02:54 AM |
Chg.+0.010 |
Bid10:31:00 AM |
Ask10:31:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+1.19% |
0.840
Bid Size: 20,000 |
-
Ask Size: - |
INTEL CORP. DL... |
22.00 - |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
1/6/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
2.63 |
| Historic volatility: |
0.35 |
| Parity: |
0.68 |
| Time value: |
0.16 |
| Break-even: |
30.40 |
| Moneyness: |
1.31 |
| Premium: |
0.06 |
| Premium p.a.: |
8.09 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.80 |
| Theta: |
-0.18 |
| Omega: |
2.76 |
| Rho: |
0.00 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.97% |
| 1 Month |
|
|
+13.33% |
| 3 Months |
|
|
-7.61% |
| YTD |
|
|
-4.49% |
| 1 Year |
|
|
+28.79% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.780 |
| 1M High / 1M Low: |
0.860 |
0.740 |
| 6M High / 6M Low: |
0.940 |
0.740 |
| High (YTD): |
4/2/2024 |
0.940 |
| Low (YTD): |
5/13/2024 |
0.740 |
| 52W High: |
4/2/2024 |
0.940 |
| 52W Low: |
7/6/2023 |
0.630 |
| Avg. price 1W: |
|
0.812 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.809 |
| 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: |
|
68.91% |
| Volatility 6M: |
|
34.36% |
| Volatility 1Y: |
|
33.75% |
| Volatility 3Y: |
|
- |
