UBS Call 31.5 IFX 17.06.2024
/ CH1234562697
UBS Call 31.5 IFX 17.06.2024/ CH1234562697 /
| 5/17/2024 7:55:51 PM |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-1.79% |
-
Bid Size: - |
-
Ask Size: - |
INFINEON TECH.AG NA ... |
31.50 - |
6/17/2024 |
Call |
Master data
| WKN: |
UK92Z5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
31.50 - |
| Maturity: |
6/17/2024 |
| Issue date: |
12/2/2022 |
| Last trading day: |
6/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.36 |
| Parity: |
0.56 |
| Time value: |
0.11 |
| Break-even: |
38.20 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.06 |
| Spread %: |
9.84% |
| Delta: |
0.80 |
| Theta: |
-0.04 |
| Omega: |
4.45 |
| Rho: |
0.02 |
Quote data
| Open: |
0.530 |
| High: |
0.570 |
| Low: |
0.480 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
+257.14% |
| 3 Months |
|
|
+57.14% |
| YTD |
|
|
-26.67% |
| 1 Year |
|
|
-32.10% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.560 |
| 1M High / 1M Low: |
0.650 |
0.114 |
| 6M High / 6M Low: |
0.840 |
0.114 |
| High (YTD): |
1/2/2024 |
0.670 |
| Low (YTD): |
4/23/2024 |
0.114 |
| 52W High: |
7/31/2023 |
1.080 |
| 52W Low: |
4/23/2024 |
0.114 |
| Avg. price 1W: |
|
0.585 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.339 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.426 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.514 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
572.58% |
| Volatility 6M: |
|
306.44% |
| Volatility 1Y: |
|
238.72% |
| Volatility 3Y: |
|
- |
