UBS Call 225 SRT3 21.06.2024
/ CH1302932970
UBS Call 225 SRT3 21.06.2024/ CH1302932970 /
| 5/17/2024 8:06:42 AM |
Chg.+0.010 |
Bid9:05:08 AM |
Ask9:05:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+1.89% |
-
Bid Size: - |
-
Ask Size: - |
SARTORIUS AG VZO O.N... |
225.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
UL9AHS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
11/2/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.46 |
| Parity: |
0.53 |
| Time value: |
0.06 |
| Break-even: |
284.00 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.06 |
| Spread %: |
11.32% |
| Delta: |
0.85 |
| Theta: |
-0.23 |
| Omega: |
4.00 |
| Rho: |
0.17 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.82% |
| 1 Month |
|
|
-49.53% |
| 3 Months |
|
|
-53.85% |
| YTD |
|
|
-53.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.530 |
| 1M High / 1M Low: |
1.070 |
0.510 |
| 6M High / 6M Low: |
1.590 |
0.510 |
| High (YTD): |
3/22/2024 |
1.590 |
| Low (YTD): |
4/19/2024 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.624 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.041 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.87% |
| Volatility 6M: |
|
134.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
