UBS Call 315 CAT1 21.06.2024
/ CH1278958611
UBS Call 315 CAT1 21.06.2024/ CH1278958611 /
| 2024-06-07 7:30:55 PM |
Chg.+0.150 |
Bid9:56:57 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
+10.07% |
-
Bid Size: - |
-
Ask Size: - |
CATERPILLAR INC. ... |
315.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL77SK |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CATERPILLAR INC. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
315.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.24 |
| Parity: |
-1.05 |
| Time value: |
1.49 |
| Break-even: |
329.90 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
8.46 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.45 |
| Theta: |
-0.75 |
| Omega: |
9.19 |
| Rho: |
0.04 |
Quote data
| Open: |
1.390 |
| High: |
1.770 |
| Low: |
1.230 |
| Previous Close: |
1.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.61% |
| 1 Month |
|
|
-47.27% |
| 3 Months |
|
|
-52.33% |
| YTD |
|
|
+20.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.870 |
1.390 |
| 1M High / 1M Low: |
4.570 |
1.390 |
| 6M High / 6M Low: |
6.490 |
0.410 |
| High (YTD): |
2024-04-05 |
6.490 |
| Low (YTD): |
2024-01-18 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.574 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.892 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.95% |
| Volatility 6M: |
|
268.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
