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UBS Call 225 SRT3 21.06.2024/  CH1302932970  /

Frankfurt Zert./UBS
03/06/2024  12:06:11 Chg.-0.029 Bid12:34:13 Ask12:34:13 Underlying Strike price Expiration date Option type
0.154EUR -15.85% 0.146
Bid Size: 500,000		 0.156
Ask Size: 500,000		 SARTORIUS AG VZO O.N... 225.00 EUR 21/06/2024 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: 21/06/2024
Issue date: 02/11/2023
Last trading day: 20/06/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 10.98
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.17
Implied volatility: 0.56
Historic volatility: 0.46
Parity: 0.17
Time value: 0.06
Break-even: 247.00
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.58
Spread abs.: 0.03
Spread %: 15.79%
Delta: 0.74
Theta: -0.29
Omega: 8.12
Rho: 0.08
 

Quote data

Open: 0.208
High: 0.208
Low: 0.154
Previous Close: 0.183
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -50.32%
1 Month
  -75.16%
3 Months
  -88.06%
YTD
  -86.72%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.183
1M High / 1M Low: 0.670 0.183
6M High / 6M Low: 1.590 0.183
High (YTD): 22/03/2024 1.590
Low (YTD): 31/05/2024 0.183
52W High: - -
52W Low: - -
Avg. price 1W:   0.233
Avg. volume 1W:   0.000
Avg. price 1M:   0.451
Avg. volume 1M:   0.000
Avg. price 6M:   1.002
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.23%
Volatility 6M:   147.19%
Volatility 1Y:   -
Volatility 3Y:   -