UBS Call 378 M4I 21.06.2024
/ CH1209964134
UBS Call 378 M4I 21.06.2024/ CH1209964134 /
2024-05-17 9:26:48 AM |
Chg.-0.230 |
Bid9:41:17 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
7.570EUR |
-2.95% |
- Bid Size: - |
- Ask Size: - |
MASTERCARD INC.A DL-... |
378.00 - |
2024-06-21 |
Call |
Master data
WKN: |
UK57D6 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
MASTERCARD INC.A DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
378.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-08-15 |
Last trading day: |
2024-05-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.14 |
Intrinsic value: |
3.07 |
Implied volatility: |
1.80 |
Historic volatility: |
0.14 |
Parity: |
3.07 |
Time value: |
4.50 |
Break-even: |
453.70 |
Moneyness: |
1.08 |
Premium: |
0.11 |
Premium p.a.: |
9.82 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.66 |
Theta: |
-1.79 |
Omega: |
3.54 |
Rho: |
0.08 |
Quote data
Open: |
7.580 |
High: |
7.580 |
Low: |
7.570 |
Previous Close: |
7.800 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+12.48% |
3 Months |
|
|
-18.51% |
YTD |
|
|
+32.57% |
1 Year |
|
|
+63.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
7.800 |
6.730 |
6M High / 6M Low: |
10.790 |
4.920 |
High (YTD): |
2024-03-21 |
10.790 |
Low (YTD): |
2024-01-05 |
5.170 |
52W High: |
2024-03-21 |
10.790 |
52W Low: |
2023-10-27 |
2.810 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
7.319 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.748 |
Avg. volume 6M: |
|
4.464 |
Avg. price 1Y: |
|
6.217 |
Avg. volume 1Y: |
|
2.066 |
Volatility 1M: |
|
84.63% |
Volatility 6M: |
|
75.77% |
Volatility 1Y: |
|
80.10% |
Volatility 3Y: |
|
- |