UBS Call 390 M4I 21.06.2024
/ CH1209964183
UBS Call 390 M4I 21.06.2024/ CH1209964183 /
| 2024-05-17 9:28:09 AM |
Chg.-0.220 |
Bid9:41:35 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.480EUR |
-3.28% |
-
Bid Size: - |
-
Ask Size: - |
MASTERCARD INC.A DL-... |
390.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK6EG7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MASTERCARD INC.A DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-08-15 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
1.65 |
| Historic volatility: |
0.14 |
| Parity: |
1.87 |
| Time value: |
4.61 |
| Break-even: |
454.80 |
| Moneyness: |
1.05 |
| Premium: |
0.11 |
| Premium p.a.: |
10.43 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.62 |
| Theta: |
-1.69 |
| Omega: |
3.93 |
| Rho: |
0.08 |
Quote data
| Open: |
6.480 |
| High: |
6.480 |
| Low: |
6.480 |
| Previous Close: |
6.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+14.69% |
| 3 Months |
|
|
-21.55% |
| YTD |
|
|
+33.88% |
| 1 Year |
|
|
+62.81% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.700 |
5.650 |
| 6M High / 6M Low: |
9.720 |
4.110 |
| High (YTD): |
2024-03-21 |
9.720 |
| Low (YTD): |
2024-01-08 |
4.340 |
| 52W High: |
2024-03-21 |
9.720 |
| 52W Low: |
2023-10-27 |
2.270 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.224 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.745 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
5.368 |
| Avg. volume 1Y: |
|
1.186 |
| Volatility 1M: |
|
92.66% |
| Volatility 6M: |
|
83.71% |
| Volatility 1Y: |
|
86.97% |
| Volatility 3Y: |
|
- |
