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UBS Call 420 M4I 21.06.2024/  CH1209930507  /

UBS Investment Bank
5/29/2024  11:36:39 AM Chg.-0.130 Bid11:36:39 AM Ask- Underlying Strike price Expiration date Option type
2.340EUR -5.26% 2.340
Bid Size: 10,000		 -
Ask Size: -		 MASTERCARD INC.A DL-... 420.00 - 6/21/2024 Call
 

Master data

WKN: UK6EFX
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MASTERCARD INC.A DL-,0001
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 6/21/2024
Issue date: 8/15/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.19
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.14
Parity: -0.98
Time value: 2.89
Break-even: 448.90
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 3.19
Spread abs.: 0.42
Spread %: 17.00%
Delta: 0.50
Theta: -0.73
Omega: 7.06
Rho: 0.11
 

Quote data

Open: 2.300
High: 2.420
Low: 2.260
Previous Close: 2.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.27%
1 Month
  -42.51%
3 Months
  -62.01%
YTD
  -19.59%
1 Year
  -7.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.560 2.470
1M High / 1M Low: 4.070 2.470
6M High / 6M Low: 7.080 2.300
High (YTD): 3/21/2024 7.080
Low (YTD): 5/28/2024 2.470
52W High: 3/21/2024 7.080
52W Low: 10/27/2023 1.220
Avg. price 1W:   3.038
Avg. volume 1W:   0.000
Avg. price 1M:   3.459
Avg. volume 1M:   0.000
Avg. price 6M:   4.269
Avg. volume 6M:   0.000
Avg. price 1Y:   3.422
Avg. volume 1Y:   0.000
Volatility 1M:   165.91%
Volatility 6M:   119.90%
Volatility 1Y:   115.32%
Volatility 3Y:   -