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UBS Call 430 M4I 21.06.2024/  CH1234562812  /

UBS Investment Bank
2024-06-04  1:51:56 PM Chg.-0.120 Bid1:51:56 PM Ask- Underlying Strike price Expiration date Option type
1.370EUR -8.05% 1.370
Bid Size: 10,000		 -
Ask Size: -		 MASTERCARD INC.A DL-... 430.00 - 2024-06-21 Call
 

Master data

WKN: UK9NY0
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MASTERCARD INC.A DL-,0001
Type: Warrant
Option type: Call
Strike price: 430.00 -
Maturity: 2024-06-21
Issue date: 2022-12-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.78
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.14
Parity: -2.37
Time value: 1.32
Break-even: 443.20
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 5.46
Spread abs.: -0.17
Spread %: -11.41%
Delta: 0.37
Theta: -0.63
Omega: 11.40
Rho: 0.06
 

Quote data

Open: 1.370
High: 1.420
Low: 1.210
Previous Close: 1.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.47%
1 Month
  -32.51%
3 Months
  -70.97%
YTD
  -42.19%
1 Year
  -33.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.860 1.490
1M High / 1M Low: 3.100 1.490
6M High / 6M Low: 6.240 1.490
High (YTD): 2024-03-21 6.240
Low (YTD): 2024-06-03 1.490
52W High: 2024-03-21 6.240
52W Low: 2023-10-27 0.980
Avg. price 1W:   1.618
Avg. volume 1W:   0.000
Avg. price 1M:   2.458
Avg. volume 1M:   0.000
Avg. price 6M:   3.536
Avg. volume 6M:   0.000
Avg. price 1Y:   2.871
Avg. volume 1Y:   0.000
Volatility 1M:   180.86%
Volatility 6M:   140.91%
Volatility 1Y:   129.86%
Volatility 3Y:   -