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UBS Call 245 SRT3 21.06.2024/  CH1302933010  /

Frankfurt Zert./UBS
2024-06-06  1:44:20 PM Chg.+0.024 Bid2:33:09 PM Ask2:33:09 PM Underlying Strike price Expiration date Option type
0.102EUR +30.77% 0.100
Bid Size: 500,000		 0.110
Ask Size: 500,000		 SARTORIUS AG VZO O.N... 245.00 EUR 2024-06-21 Call
 

Master data

WKN: UL9ML6
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 245.00 EUR
Maturity: 2024-06-21
Issue date: 2023-11-02
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 22.60
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.01
Implied volatility: 0.51
Historic volatility: 0.46
Parity: 0.01
Time value: 0.10
Break-even: 255.90
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 1.54
Spread abs.: 0.03
Spread %: 37.97%
Delta: 0.55
Theta: -0.35
Omega: 12.36
Rho: 0.05
 

Quote data

Open: 0.083
High: 0.135
Low: 0.083
Previous Close: 0.078
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+52.24%
1 Month
  -75.12%
3 Months
  -90.97%
YTD
  -89.80%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.078 0.033
1M High / 1M Low: 0.500 0.033
6M High / 6M Low: 1.380 0.033
High (YTD): 2024-03-22 1.380
Low (YTD): 2024-06-04 0.033
52W High: - -
52W Low: - -
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.250
Avg. volume 1M:   0.000
Avg. price 6M:   0.816
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   549.30%
Volatility 6M:   264.43%
Volatility 1Y:   -
Volatility 3Y:   -