UBS Call 400 M4I 21.06.2024
/ CH1209930465
UBS Call 400 M4I 21.06.2024/ CH1209930465 /
2024-05-17 9:41:17 AM |
Chg.-0.170 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.570EUR |
-2.96% |
- Bid Size: - |
- Ask Size: - |
MASTERCARD INC.A DL-... |
400.00 - |
2024-06-21 |
Call |
Master data
WKN: |
UK6CA0 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
MASTERCARD INC.A DL-,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-08-15 |
Last trading day: |
2024-05-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.63 |
Implied volatility: |
1.52 |
Historic volatility: |
0.14 |
Parity: |
0.63 |
Time value: |
4.96 |
Break-even: |
455.90 |
Moneyness: |
1.02 |
Premium: |
0.12 |
Premium p.a.: |
10.84 |
Spread abs.: |
-0.15 |
Spread %: |
-2.61% |
Delta: |
0.59 |
Theta: |
-1.54 |
Omega: |
4.26 |
Rho: |
0.08 |
Quote data
Open: |
5.570 |
High: |
5.590 |
Low: |
5.560 |
Previous Close: |
5.740 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+24.89% |
3 Months |
|
|
-21.88% |
YTD |
|
|
+33.89% |
1 Year |
|
|
+70.34% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
5.740 |
4.840 |
6M High / 6M Low: |
8.810 |
3.380 |
High (YTD): |
2024-03-21 |
8.810 |
Low (YTD): |
2024-01-05 |
3.760 |
52W High: |
2024-03-21 |
8.810 |
52W Low: |
2023-10-27 |
1.850 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
5.423 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.911 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.688 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
79.13% |
Volatility 6M: |
|
91.91% |
Volatility 1Y: |
|
95.77% |
Volatility 3Y: |
|
- |