UBS Call 315 CAT1 21.06.2024
/ CH1278958611
UBS Call 315 CAT1 21.06.2024/ CH1278958611 /
31/05/2024 12:13:02 |
Chg.-0.47 |
Bid22:00:24 |
Ask22:00:24 |
Underlying |
Strike price |
Expiration date |
Option type |
2.33EUR |
-16.79% |
- Bid Size: - |
- Ask Size: - |
CATERPILLAR INC. ... |
315.00 - |
21/06/2024 |
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: |
21/06/2024 |
Issue date: |
06/09/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.87 |
Historic volatility: |
0.25 |
Parity: |
-0.30 |
Time value: |
2.44 |
Break-even: |
339.40 |
Moneyness: |
0.99 |
Premium: |
0.09 |
Premium p.a.: |
3.64 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.53 |
Theta: |
-0.65 |
Omega: |
6.73 |
Rho: |
0.08 |
Quote data
Open: |
2.34 |
High: |
2.34 |
Low: |
2.33 |
Previous Close: |
2.80 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.27% |
1 Month |
|
|
-34.55% |
3 Months |
|
|
-23.36% |
YTD |
|
|
+68.84% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.20 |
2.33 |
1M High / 1M Low: |
4.47 |
2.27 |
6M High / 6M Low: |
6.25 |
0.34 |
High (YTD): |
08/04/2024 |
6.25 |
Low (YTD): |
18/01/2024 |
0.60 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.86 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.37 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.74 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
194.40% |
Volatility 6M: |
|
296.70% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |