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UBS Call 270 UNP 21.06.2024/  DE000UL09284  /

UBS Investment Bank
2024-05-27  9:30:05 AM Chg.-0.018 Bid9:30:05 AM Ask9:30:05 AM Underlying Strike price Expiration date Option type
0.194EUR -8.49% 0.194
Bid Size: 2,500		 0.215
Ask Size: 2,500		 Union Pacific Corp 270.00 USD 2024-06-21 Call
 

Master data

WKN: UL0928
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 270.00 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: 96.36
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.18
Parity: -3.50
Time value: 0.22
Break-even: 251.14
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 7.74
Spread abs.: 0.01
Spread %: 4.72%
Delta: 0.15
Theta: -0.13
Omega: 14.88
Rho: 0.02
 

Quote data

Open: 0.194
High: 0.194
Low: 0.194
Previous Close: 0.212
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -51.50%
1 Month
  -54.88%
3 Months
  -68.20%
YTD
  -68.20%
1 Year
  -56.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.212
1M High / 1M Low: 0.420 0.212
6M High / 6M Low: 0.660 0.212
High (YTD): 2024-02-23 0.660
Low (YTD): 2024-05-24 0.212
52W High: 2024-02-23 0.660
52W Low: 2024-05-24 0.212
Avg. price 1W:   0.251
Avg. volume 1W:   0.000
Avg. price 1M:   0.367
Avg. volume 1M:   0.000
Avg. price 6M:   0.503
Avg. volume 6M:   0.000
Avg. price 1Y:   0.490
Avg. volume 1Y:   0.000
Volatility 1M:   164.26%
Volatility 6M:   83.68%
Volatility 1Y:   67.53%
Volatility 3Y:   -