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UBS Call 270 UNP 21.06.2024/  DE000UL08PW5  /

EUWAX
2024-05-24  8:25:41 AM Chg.- Bid8:03:06 AM Ask8:03:06 AM Underlying Strike price Expiration date Option type
0.206EUR - 0.194
Bid Size: 2,500		 0.214
Ask Size: 2,500		 Union Pacific Corp 270.00 USD 2024-06-21 Call
 

Master data

WKN: UL08PW
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: 0.206
High: 0.206
Low: 0.206
Previous Close: 0.208
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.50%
1 Month
  -53.18%
3 Months
  -65.67%
YTD
  -66.23%
1 Year
  -54.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.206
1M High / 1M Low: 0.430 0.206
6M High / 6M Low: 0.650 0.206
High (YTD): 2024-02-26 0.650
Low (YTD): 2024-05-24 0.206
52W High: 2024-02-26 0.650
52W Low: 2024-05-24 0.206
Avg. price 1W:   0.284
Avg. volume 1W:   0.000
Avg. price 1M:   0.377
Avg. volume 1M:   0.000
Avg. price 6M:   0.506
Avg. volume 6M:   0.000
Avg. price 1Y:   0.492
Avg. volume 1Y:   0.000
Volatility 1M:   174.92%
Volatility 6M:   85.72%
Volatility 1Y:   69.75%
Volatility 3Y:   -