UBS Call 240 UNP 21.06.2024
/ DE000UL07N58
UBS Call 240 UNP 21.06.2024/ DE000UL07N58 /
2024-05-27 6:13:14 PM |
Chg.-0.010 |
Bid2024-05-27 |
Ask2024-05-27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
-3.70% |
- Bid Size: - |
- Ask Size: - |
Union Pacific Corp |
240.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
UL07N5 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Union Pacific Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2022-12-07 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
73.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.18 |
Parity: |
-0.73 |
Time value: |
0.29 |
Break-even: |
224.17 |
Moneyness: |
0.97 |
Premium: |
0.05 |
Premium p.a.: |
0.98 |
Spread abs.: |
0.01 |
Spread %: |
3.57% |
Delta: |
0.33 |
Theta: |
-0.11 |
Omega: |
24.22 |
Rho: |
0.05 |
Quote data
Open: |
0.260 |
High: |
0.270 |
Low: |
0.260 |
Previous Close: |
0.270 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-69.41% |
1 Month |
|
|
-69.05% |
3 Months |
|
|
-74.51% |
YTD |
|
|
-71.43% |
1 Year |
|
|
-52.73% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.850 |
0.270 |
1M High / 1M Low: |
0.940 |
0.270 |
6M High / 6M Low: |
1.040 |
0.270 |
High (YTD): |
2024-02-28 |
1.040 |
Low (YTD): |
2024-05-24 |
0.270 |
52W High: |
2024-02-28 |
1.040 |
52W Low: |
2024-05-24 |
0.270 |
Avg. price 1W: |
|
0.468 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.742 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.844 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.737 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
210.65% |
Volatility 6M: |
|
110.78% |
Volatility 1Y: |
|
88.03% |
Volatility 3Y: |
|
- |