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: |
|
- |
