UBS Call 230 3V64 21.06.2024
/ CH1209951701
UBS Call 230 3V64 21.06.2024/ CH1209951701 /
| 2024-05-16 9:27:34 AM |
Chg.- |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.80EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VISA INC. CL. A DL -... |
230.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK58ZG |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VISA INC. CL. A DL -,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-15 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
2.26 |
| Implied volatility: |
2.56 |
| Historic volatility: |
0.12 |
| Parity: |
2.26 |
| Time value: |
2.39 |
| Break-even: |
276.50 |
| Moneyness: |
1.10 |
| Premium: |
0.09 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.67 |
| Theta: |
-2.33 |
| Omega: |
3.65 |
| Rho: |
0.02 |
Quote data
| Open: |
4.80 |
| High: |
4.80 |
| Low: |
4.80 |
| Previous Close: |
4.41 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+2.78% |
| 3 Months |
|
|
-11.44% |
| YTD |
|
|
+33.70% |
| 1 Year |
|
|
+119.18% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.80 |
4.41 |
| 6M High / 6M Low: |
5.88 |
3.41 |
| High (YTD): |
2024-03-22 |
5.88 |
| Low (YTD): |
2024-01-03 |
3.41 |
| 52W High: |
2024-03-22 |
5.88 |
| 52W Low: |
2023-10-27 |
2.03 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.50 |
| Avg. volume 6M: |
|
1.90 |
| Avg. price 1Y: |
|
3.57 |
| Avg. volume 1Y: |
|
.85 |
| Volatility 1M: |
|
161.12% |
| Volatility 6M: |
|
72.77% |
| Volatility 1Y: |
|
75.55% |
| Volatility 3Y: |
|
- |
