UBS Call 234 3V64 21.06.2024
/ CH1209951727
UBS Call 234 3V64 21.06.2024/ CH1209951727 /
2024-05-17 9:24:52 AM |
Chg.-0.020 |
Bid9:41:35 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.290EUR |
-0.46% |
- Bid Size: - |
- Ask Size: - |
VISA INC. CL. A DL -... |
234.00 - |
2024-06-21 |
Call |
Master data
WKN: |
UK6EZE |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
VISA INC. CL. A DL -,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
234.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-08-15 |
Last trading day: |
2024-05-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.87 |
Intrinsic value: |
1.86 |
Implied volatility: |
2.45 |
Historic volatility: |
0.12 |
Parity: |
1.86 |
Time value: |
2.43 |
Break-even: |
276.90 |
Moneyness: |
1.08 |
Premium: |
0.10 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.65 |
Theta: |
-2.27 |
Omega: |
3.85 |
Rho: |
0.02 |
Quote data
Open: |
4.290 |
High: |
4.290 |
Low: |
4.290 |
Previous Close: |
4.310 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+11.14% |
3 Months |
|
|
-16.37% |
YTD |
|
|
+32.00% |
1 Year |
|
|
+121.13% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
4.440 |
3.860 |
6M High / 6M Low: |
5.530 |
3.100 |
High (YTD): |
2024-03-21 |
5.530 |
Low (YTD): |
2024-01-03 |
3.100 |
52W High: |
2024-03-21 |
5.530 |
52W Low: |
2023-10-27 |
1.820 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
4.225 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.170 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.295 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
153.89% |
Volatility 6M: |
|
73.79% |
Volatility 1Y: |
|
77.67% |
Volatility 3Y: |
|
- |