UBS Call 33 IFX 17.06.2024
/ DE000UK95D13
UBS Call 33 IFX 17.06.2024/ DE000UK95D13 /
| 2024-06-14 9:50:41 PM |
Chg.-0.640 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.570EUR |
-15.20% |
-
Bid Size: - |
-
Ask Size: - |
INFINEON TECH.AG NA ... |
33.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UK95D1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
INFINEON TECH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-12-01 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
8.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.51 |
| Intrinsic value: |
3.50 |
| Implied volatility: |
1.74 |
| Historic volatility: |
0.36 |
| Parity: |
3.50 |
| Time value: |
0.56 |
| Break-even: |
37.06 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
15.10 |
| Spread abs.: |
0.49 |
| Spread %: |
13.73% |
| Delta: |
0.80 |
| Theta: |
-0.33 |
| Omega: |
7.21 |
| Rho: |
0.00 |
Quote data
| Open: |
4.440 |
| High: |
4.440 |
| Low: |
3.400 |
| Previous Close: |
4.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.67% |
| 1 Month |
|
|
-0.28% |
| 3 Months |
|
|
+138.00% |
| YTD |
|
|
+9.17% |
| 1 Year |
|
|
+13.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.400 |
3.570 |
| 1M High / 1M Low: |
4.500 |
3.310 |
| 6M High / 6M Low: |
4.500 |
0.780 |
| High (YTD): |
2024-06-07 |
4.500 |
| Low (YTD): |
2024-04-23 |
0.780 |
| 52W High: |
2024-06-07 |
4.500 |
| 52W Low: |
2024-04-23 |
0.780 |
| Avg. price 1W: |
|
4.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.918 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.364 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.323 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
144.76% |
| Volatility 6M: |
|
263.04% |
| Volatility 1Y: |
|
201.27% |
| Volatility 3Y: |
|
- |
