OverviewChartNewsTraderScreen

UBS Call 240 UNP 21.06.2024/  DE000UL07N58  /

EUWAX
2024-05-27  8:27:02 AM Chg.-0.020 Bid4:17:42 PM Ask4:17:42 PM Underlying Strike price Expiration date Option type
0.270EUR -6.90% 0.260
Bid Size: 2,500		 0.280
Ask Size: 2,500		 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: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -69.32%
1 Month
  -69.66%
3 Months
  -73.00%
YTD
  -70.33%
1 Year
  -50.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.290
1M High / 1M Low: 0.960 0.290
6M High / 6M Low: 1.050 0.290
High (YTD): 2024-02-26 1.050
Low (YTD): 2024-05-24 0.290
52W High: 2024-02-26 1.050
52W Low: 2024-05-24 0.290
Avg. price 1W:   0.542
Avg. volume 1W:   0.000
Avg. price 1M:   0.764
Avg. volume 1M:   0.000
Avg. price 6M:   0.847
Avg. volume 6M:   0.000
Avg. price 1Y:   0.738
Avg. volume 1Y:   0.000
Volatility 1M:   249.68%
Volatility 6M:   133.58%
Volatility 1Y:   103.49%
Volatility 3Y:   -