OverviewChartNewsTraderScreen

UBS Call 415 1YD 21.06.2024/  CH1226247364  /

Frankfurt Zert./UBS
2024-06-20  7:32:19 PM Chg.-0.630 Bid9:59:18 PM Ask- Underlying Strike price Expiration date Option type
12.290EUR -4.88% 12.280
Bid Size: 50,000		 -
Ask Size: -		 BROADCOM INC. DL... 415.00 - 2024-06-21 Call
 

Master data

WKN: UK8JZL
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BROADCOM INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 415.00 -
Maturity: 2024-06-21
Issue date: 2022-10-24
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 1.30
Leverage: Yes

Calculated values

Fair value: 12.62
Intrinsic value: 12.62
Implied volatility: 19.36
Historic volatility: 0.34
Parity: 12.62
Time value: 0.30
Break-even: 1,707.00
Moneyness: 4.04
Premium: 0.02
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -57.44
Omega: 1.26
Rho: 0.01
 

Quote data

Open: 13.060
High: 13.090
Low: 12.290
Previous Close: 12.920
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.77%
1 Month  
+34.61%
3 Months  
+56.56%
YTD  
+90.84%
1 Year  
+185.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.140 11.730
1M High / 1M Low: 13.140 8.250
6M High / 6M Low: 13.140 5.840
High (YTD): 2024-06-17 13.140
Low (YTD): 2024-01-05 5.840
52W High: 2024-06-17 13.140
52W Low: 2023-08-18 3.820
Avg. price 1W:   12.626
Avg. volume 1W:   0.000
Avg. price 1M:   9.833
Avg. volume 1M:   0.000
Avg. price 6M:   8.185
Avg. volume 6M:   0.000
Avg. price 1Y:   6.291
Avg. volume 1Y:   0.000
Volatility 1M:   78.92%
Volatility 6M:   61.50%
Volatility 1Y:   58.82%
Volatility 3Y:   -