UBS Call 240 3V64 21.06.2024
/ CH1209951768
UBS Call 240 3V64 21.06.2024/ CH1209951768 /
2024-05-16 9:27:34 AM |
Chg.- |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.89EUR |
- |
- Bid Size: - |
- Ask Size: - |
VISA INC. CL. A DL -... |
240.00 - |
2024-06-21 |
Call |
Master data
WKN: |
UK6DWB |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
VISA INC. CL. A DL -,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-08-15 |
Last trading day: |
2024-05-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.27 |
Intrinsic value: |
1.26 |
Implied volatility: |
2.26 |
Historic volatility: |
0.12 |
Parity: |
1.26 |
Time value: |
2.48 |
Break-even: |
277.40 |
Moneyness: |
1.05 |
Premium: |
0.10 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.63 |
Theta: |
-2.15 |
Omega: |
4.23 |
Rho: |
0.02 |
Quote data
Open: |
3.89 |
High: |
3.89 |
Low: |
3.89 |
Previous Close: |
3.50 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+3.73% |
3 Months |
|
|
-14.51% |
YTD |
|
|
+36.01% |
1 Year |
|
|
+126.16% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
3.89 |
3.50 |
6M High / 6M Low: |
5.01 |
2.68 |
High (YTD): |
2024-03-22 |
5.01 |
Low (YTD): |
2024-05-03 |
2.68 |
52W High: |
2024-03-22 |
5.01 |
52W Low: |
2023-10-27 |
1.54 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
3.71 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.65 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.86 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
199.12% |
Volatility 6M: |
|
87.51% |
Volatility 1Y: |
|
87.70% |
Volatility 3Y: |
|
- |