UBS Call 28.5 IFX 17.06.2024
/ CH1302954958
UBS Call 28.5 IFX 17.06.2024/ CH1302954958 /
| 2024-05-17 9:29:24 AM |
Chg.-0.030 |
Bid9:39:35 AM |
Ask9:37:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-3.49% |
-
Bid Size: - |
-
Ask Size: - |
INFINEON TECH.AG NA ... |
28.50 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL9JDG |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.50 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
2.61 |
| Historic volatility: |
0.36 |
| Parity: |
0.80 |
| Time value: |
0.03 |
| Break-even: |
36.80 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
3.45 |
| Spread abs.: |
0.01 |
| Spread %: |
1.22% |
| Delta: |
0.92 |
| Theta: |
-0.27 |
| Omega: |
4.03 |
| Rho: |
0.00 |
Quote data
| Open: |
0.820 |
| High: |
0.830 |
| Low: |
0.820 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.49% |
| 3 Months |
|
|
+84.44% |
| YTD |
|
|
-17.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.860 |
0.830 |
| 6M High / 6M Low: |
1.030 |
0.260 |
| High (YTD): |
2024-05-10 |
0.950 |
| Low (YTD): |
2024-04-23 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.845 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.609 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
216.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
