UBS Call 236 3V64 21.06.2024
/ CH1209951743
UBS Call 236 3V64 21.06.2024/ CH1209951743 /
| 5/17/2024 9:26:01 AM |
Chg.-0.010 |
Bid9:40:43 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.110EUR |
-0.24% |
-
Bid Size: - |
-
Ask Size: - |
VISA INC. CL. A DL -... |
236.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
UK6E8B |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VISA INC. CL. A DL -,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
236.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
8/15/2022 |
| Last trading day: |
5/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
2.46 |
| Historic volatility: |
0.12 |
| Parity: |
1.40 |
| Time value: |
2.86 |
| Break-even: |
278.60 |
| Moneyness: |
1.06 |
| Premium: |
0.11 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.07 |
| Spread %: |
1.67% |
| Delta: |
0.63 |
| Theta: |
-2.15 |
| Omega: |
3.72 |
| Rho: |
0.03 |
Quote data
| Open: |
4.100 |
| High: |
4.110 |
| Low: |
4.100 |
| Previous Close: |
4.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.38% |
| 3 Months |
|
|
-17.30% |
| YTD |
|
|
+32.58% |
| 1 Year |
|
|
+122.16% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.240 |
3.690 |
| 6M High / 6M Low: |
5.370 |
2.970 |
| High (YTD): |
3/21/2024 |
5.370 |
| Low (YTD): |
1/3/2024 |
2.970 |
| 52W High: |
3/21/2024 |
5.370 |
| 52W Low: |
10/27/2023 |
1.720 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.040 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.004 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.155 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
151.48% |
| Volatility 6M: |
|
76.07% |
| Volatility 1Y: |
|
80.34% |
| Volatility 3Y: |
|
- |
