UBS Call 325 CAT1 21.06.2024
/ CH1278958637
UBS Call 325 CAT1 21.06.2024/ CH1278958637 /
| 2024-06-07 8:25:43 AM |
Chg.-0.080 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-10.26% |
-
Bid Size: - |
-
Ask Size: - |
CATERPILLAR INC. ... |
325.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL8BMB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CATERPILLAR INC. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
325.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
43.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.24 |
| Parity: |
-2.05 |
| Time value: |
0.70 |
| Break-even: |
332.00 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
10.30 |
| Spread abs.: |
-0.10 |
| Spread %: |
-12.50% |
| Delta: |
0.32 |
| Theta: |
-0.51 |
| Omega: |
13.80 |
| Rho: |
0.03 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.13% |
| 1 Month |
|
|
-68.33% |
| 3 Months |
|
|
-74.55% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.560 |
0.700 |
| 1M High / 1M Low: |
3.590 |
0.700 |
| 6M High / 6M Low: |
5.440 |
0.280 |
| High (YTD): |
2024-04-08 |
5.440 |
| Low (YTD): |
2024-01-18 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.325 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.235 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.52% |
| Volatility 6M: |
|
365.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
