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UBS Call 425 M4I 21.06.2024/  CH1209930515  /

UBS Investment Bank
2024-05-29  1:03:05 PM Chg.-0.130 Bid1:03:05 PM Ask- Underlying Strike price Expiration date Option type
1.930EUR -6.31% 1.930
Bid Size: 10,000		 -
Ask Size: -		 MASTERCARD INC.A DL-... 425.00 - 2024-06-21 Call
 

Master data

WKN: UK6K7H
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MASTERCARD INC.A DL-,0001
Type: Warrant
Option type: Call
Strike price: 425.00 -
Maturity: 2024-06-21
Issue date: 2022-08-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.67
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.14
Parity: -1.48
Time value: 2.46
Break-even: 449.60
Moneyness: 0.97
Premium: 0.10
Premium p.a.: 3.29
Spread abs.: 0.41
Spread %: 20.00%
Delta: 0.47
Theta: -0.68
Omega: 7.78
Rho: 0.11
 

Quote data

Open: 1.890
High: 2.000
Low: 1.850
Previous Close: 2.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.34%
1 Month
  -47.41%
3 Months
  -66.49%
YTD
  -26.62%
1 Year
  -17.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.130 2.060
1M High / 1M Low: 3.670 2.060
6M High / 6M Low: 6.660 2.060
High (YTD): 2024-03-21 6.660
Low (YTD): 2024-05-28 2.060
52W High: 2024-03-21 6.660
52W Low: 2023-10-27 1.100
Avg. price 1W:   2.612
Avg. volume 1W:   0.000
Avg. price 1M:   3.040
Avg. volume 1M:   0.000
Avg. price 6M:   3.911
Avg. volume 6M:   0.000
Avg. price 1Y:   3.146
Avg. volume 1Y:   0.000
Volatility 1M:   183.34%
Volatility 6M:   127.83%
Volatility 1Y:   120.56%
Volatility 3Y:   -