UBS Call 385 M4I 21.06.2024
/ CH1209964167
UBS Call 385 M4I 21.06.2024/ CH1209964167 /
2024-05-17 9:38:07 AM |
Chg.-0.170 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.930EUR |
-2.39% |
- Bid Size: - |
- Ask Size: - |
MASTERCARD INC.A DL-... |
385.00 - |
2024-06-21 |
Call |
Master data
WKN: |
UK6PFU |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
MASTERCARD INC.A DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
385.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-08-15 |
Last trading day: |
2024-05-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.21 |
Intrinsic value: |
2.13 |
Implied volatility: |
1.71 |
Historic volatility: |
0.14 |
Parity: |
2.13 |
Time value: |
4.83 |
Break-even: |
454.60 |
Moneyness: |
1.06 |
Premium: |
0.12 |
Premium p.a.: |
10.14 |
Spread abs.: |
-0.14 |
Spread %: |
-1.97% |
Delta: |
0.63 |
Theta: |
-1.68 |
Omega: |
3.69 |
Rho: |
0.09 |
Quote data
Open: |
6.940 |
High: |
6.950 |
Low: |
6.920 |
Previous Close: |
7.100 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+19.69% |
3 Months |
|
|
-17.20% |
YTD |
|
|
+33.01% |
1 Year |
|
|
+82.37% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
7.100 |
6.190 |
6M High / 6M Low: |
10.140 |
4.350 |
High (YTD): |
2024-03-21 |
10.140 |
Low (YTD): |
2024-01-03 |
4.770 |
52W High: |
2024-03-21 |
10.140 |
52W Low: |
2023-10-27 |
2.460 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
6.785 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.156 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.707 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
64.14% |
Volatility 6M: |
|
78.61% |
Volatility 1Y: |
|
84.63% |
Volatility 3Y: |
|
- |