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UBS Call 260 UNP 21.06.2024/  DE000UL06JQ4  /

UBS Investment Bank
2024-05-27  11:02:38 AM Chg.-0.013 Bid11:02:38 AM Ask11:02:38 AM Underlying Strike price Expiration date Option type
0.202EUR -6.05% 0.202
Bid Size: 2,500		 0.222
Ask Size: 2,500		 Union Pacific Corp 260.00 USD 2024-06-21 Call
 

Master data

WKN: UL06JQ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 260.00 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: 95.08
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.18
Parity: -2.58
Time value: 0.23
Break-even: 241.96
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 5.03
Spread abs.: 0.01
Spread %: 5.14%
Delta: 0.18
Theta: -0.13
Omega: 17.05
Rho: 0.02
 

Quote data

Open: 0.201
High: 0.202
Low: 0.201
Previous Close: 0.215
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -51.90%
1 Month
  -58.78%
3 Months
  -72.70%
YTD
  -71.14%
1 Year
  -57.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.215
1M High / 1M Low: 0.480 0.215
6M High / 6M Low: 0.790 0.215
High (YTD): 2024-02-23 0.790
Low (YTD): 2024-05-24 0.215
52W High: 2024-02-23 0.790
52W Low: 2024-05-24 0.215
Avg. price 1W:   0.258
Avg. volume 1W:   0.000
Avg. price 1M:   0.400
Avg. volume 1M:   0.000
Avg. price 6M:   0.581
Avg. volume 6M:   0.000
Avg. price 1Y:   0.548
Avg. volume 1Y:   0.000
Volatility 1M:   172.88%
Volatility 6M:   93.79%
Volatility 1Y:   76.50%
Volatility 3Y:   -