UBS Call 390 LOR 21.06.2024
/ CH1285181272
UBS Call 390 LOR 21.06.2024/ CH1285181272 /
| 2024-05-17 9:19:11 AM |
Chg.-0.010 |
Bid9:41:11 AM |
Ask9:35:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-1.59% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
390.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL83HX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-05-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
1.67 |
| Historic volatility: |
0.19 |
| Parity: |
0.50 |
| Time value: |
0.11 |
| Break-even: |
451.00 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
7.67 |
| Spread abs.: |
0.02 |
| Spread %: |
3.39% |
| Delta: |
0.78 |
| Theta: |
-2.85 |
| Omega: |
5.66 |
| Rho: |
0.03 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+5.08% |
| YTD |
|
|
-13.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.620 |
0.620 |
| 6M High / 6M Low: |
0.740 |
0.280 |
| High (YTD): |
2024-02-05 |
0.740 |
| Low (YTD): |
2024-04-08 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.620 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.556 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
147.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
