UBS Call 390 MUV2 21.06.2024
/ CH1285190554
UBS Call 390 MUV2 21.06.2024/ CH1285190554 /
| 2024-06-14 10:42:21 AM |
Chg.-0.67 |
Bid9:37:26 PM |
Ask9:37:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.02EUR |
-8.71% |
6.69
Bid Size: 7,500 |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
390.00 EUR |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| 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: |
7.02 |
| High: |
7.02 |
| Low: |
7.02 |
| Previous Close: |
7.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.64% |
| 1 Month |
|
|
+18.98% |
| 3 Months |
|
|
+35.26% |
| YTD |
|
|
+361.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.69 |
7.05 |
| 1M High / 1M Low: |
7.69 |
5.77 |
| 6M High / 6M Low: |
7.69 |
1.30 |
| High (YTD): |
2024-06-13 |
7.69 |
| Low (YTD): |
2024-01-11 |
1.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.66% |
| Volatility 6M: |
|
195.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
