UBS Call 232 3V64 21.06.2024
/ CH1209951719
UBS Call 232 3V64 21.06.2024/ CH1209951719 /
| 16/05/2024 09:27:34 |
Chg.- |
Bid22:00:15 |
Ask22:00:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.62EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VISA INC. CL. A DL -... |
232.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
UK6AMX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VISA INC. CL. A DL -,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
232.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
15/08/2022 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
1.60 |
| Historic volatility: |
0.12 |
| Parity: |
1.91 |
| Time value: |
2.56 |
| Break-even: |
276.70 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
6.19 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.66 |
| Theta: |
-0.92 |
| Omega: |
3.69 |
| Rho: |
0.06 |
Quote data
| Open: |
4.62 |
| High: |
4.62 |
| Low: |
4.62 |
| Previous Close: |
4.23 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+36.69% |
| 3 Months |
|
|
-10.47% |
| YTD |
|
|
+34.30% |
| 1 Year |
|
|
+89.34% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.65 |
3.38 |
| 6M High / 6M Low: |
5.70 |
3.09 |
| High (YTD): |
22/03/2024 |
5.70 |
| Low (YTD): |
03/01/2024 |
3.26 |
| 52W High: |
22/03/2024 |
5.70 |
| 52W Low: |
27/10/2023 |
1.92 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.39 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
88.67% |
| Volatility 6M: |
|
74.51% |
| Volatility 1Y: |
|
78.13% |
| Volatility 3Y: |
|
- |
