UBS Call 395 M4I 21.06.2024
/ CH1209930440
UBS Call 395 M4I 21.06.2024/ CH1209930440 /
| 17/05/2024 09:40:26 |
Chg.-0.170 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.020EUR |
-2.75% |
-
Bid Size: - |
-
Ask Size: - |
MASTERCARD INC.A DL-... |
395.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
UK6DCR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MASTERCARD INC.A DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
395.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
15/08/2022 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
1.29 |
| Historic volatility: |
0.14 |
| Parity: |
1.52 |
| Time value: |
4.51 |
| Break-even: |
455.30 |
| Moneyness: |
1.04 |
| Premium: |
0.11 |
| Premium p.a.: |
4.24 |
| Spread abs.: |
0.01 |
| Spread %: |
0.17% |
| Delta: |
0.61 |
| Theta: |
-1.13 |
| Omega: |
4.17 |
| Rho: |
0.12 |
Quote data
| Open: |
6.030 |
| High: |
6.040 |
| Low: |
6.010 |
| Previous Close: |
6.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-2.90% |
| 3 Months |
|
|
-27.12% |
| YTD |
|
|
+33.78% |
| 1 Year |
|
|
+65.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.200 |
4.610 |
| 6M High / 6M Low: |
9.250 |
3.690 |
| High (YTD): |
21/03/2024 |
9.250 |
| Low (YTD): |
05/01/2024 |
4.090 |
| 52W High: |
21/03/2024 |
9.250 |
| 52W Low: |
27/10/2023 |
2.040 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.730 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.266 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.988 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
119.85% |
| Volatility 6M: |
|
87.82% |
| Volatility 1Y: |
|
92.17% |
| Volatility 3Y: |
|
- |
