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UBS Call 415 M4I 21.06.2024/  CH1209930499  /

Frankfurt Zert./UBS
2024-06-05  7:27:09 PM Chg.+0.250 Bid9:56:55 PM Ask- Underlying Strike price Expiration date Option type
2.910EUR +9.40% -
Bid Size: -		 -
Ask Size: -		 MASTERCARD INC.A DL-... 415.00 - 2024-06-21 Call
 

Master data

WKN: UK58FZ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MASTERCARD INC.A DL-,0001
Type: Warrant
Option type: Call
Strike price: 415.00 -
Maturity: 2024-06-21
Issue date: 2022-08-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.54
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.85
Historic volatility: 0.14
Parity: -0.63
Time value: 2.63
Break-even: 441.30
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 4.75
Spread abs.: -0.23
Spread %: -8.04%
Delta: 0.50
Theta: -0.92
Omega: 7.84
Rho: 0.08
 

Quote data

Open: 2.820
High: 2.920
Low: 2.760
Previous Close: 2.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.11%
1 Month
  -9.63%
3 Months
  -49.74%
YTD
  -9.06%
1 Year  
+15.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.850 2.570
1M High / 1M Low: 4.440 2.570
6M High / 6M Low: 7.500 2.550
High (YTD): 2024-03-21 7.500
Low (YTD): 2024-06-03 2.570
52W High: 2024-03-21 7.500
52W Low: 2023-10-27 1.380
Avg. price 1W:   2.690
Avg. volume 1W:   0.000
Avg. price 1M:   3.611
Avg. volume 1M:   0.000
Avg. price 6M:   4.607
Avg. volume 6M:   0.000
Avg. price 1Y:   3.728
Avg. volume 1Y:   0.000
Volatility 1M:   137.81%
Volatility 6M:   113.50%
Volatility 1Y:   109.51%
Volatility 3Y:   -