UBS Call 33.5 IFX 17.06.2024
/ CH1234562739
UBS Call 33.5 IFX 17.06.2024/ CH1234562739 /
| 2024-06-07 7:32:48 PM |
Chg.+0.130 |
Bid9:52:12 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+40.63% |
-
Bid Size: - |
-
Ask Size: - |
INFINEON TECH.AG NA ... |
33.50 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK9VA8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.50 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-12-02 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
- |
| Historic volatility: |
0.36 |
| Parity: |
0.45 |
| Time value: |
-0.01 |
| Break-even: |
37.90 |
| Moneyness: |
1.13 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.11 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.330 |
| High: |
0.460 |
| Low: |
0.330 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.35% |
| 1 Month |
|
|
+21.62% |
| 3 Months |
|
|
+55.17% |
| YTD |
|
|
-25.00% |
| 1 Year |
|
|
-39.19% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.320 |
| 1M High / 1M Low: |
0.480 |
0.320 |
| 6M High / 6M Low: |
0.690 |
0.056 |
| High (YTD): |
2024-01-02 |
0.540 |
| Low (YTD): |
2024-04-23 |
0.056 |
| 52W High: |
2023-07-31 |
0.930 |
| 52W Low: |
2024-04-23 |
0.056 |
| Avg. price 1W: |
|
0.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.306 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.387 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
280.91% |
| Volatility 6M: |
|
380.79% |
| Volatility 1Y: |
|
293.03% |
| Volatility 3Y: |
|
- |
