UBS Call 390 M4I 21.06.2024
/ CH1209964183
UBS Call 390 M4I 21.06.2024/ CH1209964183 /
| 5/17/2024 9:41:22 AM |
Chg.-0.180 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.470EUR |
-2.71% |
-
Bid Size: - |
-
Ask Size: - |
MASTERCARD INC.A DL-... |
390.00 - |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
8/15/2022 |
| Last trading day: |
5/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
1.35 |
| Historic volatility: |
0.14 |
| Parity: |
2.02 |
| Time value: |
4.46 |
| Break-even: |
454.80 |
| Moneyness: |
1.05 |
| Premium: |
0.11 |
| Premium p.a.: |
4.15 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.63 |
| Theta: |
-1.16 |
| Omega: |
3.97 |
| Rho: |
0.12 |
Quote data
| Open: |
6.480 |
| High: |
6.490 |
| Low: |
6.470 |
| Previous Close: |
6.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-2.56% |
| 3 Months |
|
|
-25.55% |
| YTD |
|
|
+33.40% |
| 1 Year |
|
|
+66.32% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.650 |
5.050 |
| 6M High / 6M Low: |
9.690 |
4.000 |
| High (YTD): |
3/21/2024 |
9.690 |
| Low (YTD): |
1/5/2024 |
4.430 |
| 52W High: |
3/21/2024 |
9.690 |
| 52W Low: |
10/27/2023 |
2.250 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.181 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.656 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
5.325 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
111.58% |
| Volatility 6M: |
|
83.52% |
| Volatility 1Y: |
|
88.49% |
| Volatility 3Y: |
|
- |
