UBS Call 390 MUV2 21.06.2024
/ CH1285190554
UBS Call 390 MUV2 21.06.2024/ CH1285190554 /
14/06/2024 21:52:28 |
Chg.-0.680 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.690EUR |
-9.23% |
- Bid Size: - |
- Ask Size: - |
MUENCH.RUECKVERS.VNA... |
390.00 EUR |
21/06/2024 |
Call |
Master data
WKN: |
UL8VBV |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
390.00 EUR |
Maturity: |
21/06/2024 |
Issue date: |
14/09/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.17 |
Intrinsic value: |
7.14 |
Implied volatility: |
0.71 |
Historic volatility: |
0.17 |
Parity: |
7.14 |
Time value: |
0.10 |
Break-even: |
462.40 |
Moneyness: |
1.18 |
Premium: |
0.00 |
Premium p.a.: |
0.12 |
Spread abs.: |
-0.13 |
Spread %: |
-1.76% |
Delta: |
0.96 |
Theta: |
-0.31 |
Omega: |
6.13 |
Rho: |
0.07 |
Quote data
Open: |
7.080 |
High: |
7.110 |
Low: |
6.350 |
Previous Close: |
7.370 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.62% |
1 Month |
|
|
+13.78% |
3 Months |
|
|
+22.53% |
YTD |
|
|
+352.03% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.660 |
6.870 |
1M High / 1M Low: |
7.660 |
5.760 |
6M High / 6M Low: |
7.660 |
1.310 |
High (YTD): |
12/06/2024 |
7.660 |
Low (YTD): |
11/01/2024 |
1.310 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.204 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.880 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.994 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.75% |
Volatility 6M: |
|
176.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |