UBS Call 3775 BKNG 21.06.2024
/ CH1326120081
UBS Call 3775 BKNG 21.06.2024/ CH1326120081 /
| 5/23/2024 10:22:30 AM |
Chg.+0.003 |
Bid11:02:41 AM |
Ask11:02:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.116EUR |
+2.65% |
0.115
Bid Size: 10,000 |
0.135
Ask Size: 10,000 |
Booking Holdings Inc |
3,775.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
UM1L24 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Booking Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,775.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
2/19/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.24 |
| Parity: |
0.05 |
| Time value: |
0.07 |
| Break-even: |
3,600.25 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
9.71% |
| Delta: |
0.62 |
| Theta: |
-1.57 |
| Omega: |
19.40 |
| Rho: |
1.65 |
Quote data
| Open: |
0.110 |
| High: |
0.116 |
| Low: |
0.110 |
| Previous Close: |
0.113 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.89% |
| 1 Month |
|
|
+73.13% |
| 3 Months |
|
|
-87.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.113 |
0.055 |
| 1M High / 1M Low: |
0.119 |
0.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
595.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
