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 |
|
|
-17.60% |
| YTD |
|
|
+33.01% |
| 1 Year |
|
|
+73.25% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.100 |
6.190 |
| 6M High / 6M Low: |
10.140 |
4.330 |
| 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: |
|
7.131 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
5.707 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
64.14% |
| Volatility 6M: |
|
78.27% |
| Volatility 1Y: |
|
84.63% |
| Volatility 3Y: |
|
- |
