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UBS Call 240 UNP 21.06.2024/  DE000UL07N58  /

EUWAX
2024-06-06  8:28:39 AM Chg.-0.014 Bid9:37:22 PM Ask9:37:22 PM Underlying Strike price Expiration date Option type
0.217EUR -6.06% 0.223
Bid Size: 10,000		 0.233
Ask Size: 10,000		 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: 88.99
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.18
Parity: -1.16
Time value: 0.24
Break-even: 223.06
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 3.80
Spread abs.: 0.01
Spread %: 4.44%
Delta: 0.26
Theta: -0.17
Omega: 22.82
Rho: 0.02
 

Quote data

Open: 0.217
High: 0.217
Low: 0.217
Previous Close: 0.231
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.40%
1 Month
  -72.18%
3 Months
  -78.93%
YTD
  -76.15%
1 Year
  -60.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.214
1M High / 1M Low: 0.960 0.214
6M High / 6M Low: 1.050 0.214
High (YTD): 2024-02-26 1.050
Low (YTD): 2024-05-30 0.214
52W High: 2024-02-26 1.050
52W Low: 2024-05-30 0.214
Avg. price 1W:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.584
Avg. volume 1M:   0.000
Avg. price 6M:   0.817
Avg. volume 6M:   0.000
Avg. price 1Y:   0.727
Avg. volume 1Y:   0.000
Volatility 1M:   258.04%
Volatility 6M:   143.08%
Volatility 1Y:   110.26%
Volatility 3Y:   -