UBS Call 450 TN8 21.06.2024
/ CH1302953687
UBS Call 450 TN8 21.06.2024/ CH1302953687 /
| 2024-05-17 9:40:25 AM |
Chg.-0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.400EUR |
-2.10% |
-
Bid Size: - |
-
Ask Size: - |
THERMO FISH.SCIENTIF... |
450.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL87QX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
THERMO FISH.SCIENTIF.DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-05-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
2.43 |
| Historic volatility: |
0.19 |
| Parity: |
0.72 |
| Time value: |
0.69 |
| Break-even: |
591.00 |
| Moneyness: |
1.16 |
| Premium: |
0.13 |
| Premium p.a.: |
13.26 |
| Spread abs.: |
0.01 |
| Spread %: |
0.71% |
| Delta: |
0.71 |
| Theta: |
-2.79 |
| Omega: |
2.62 |
| Rho: |
0.11 |
Quote data
| Open: |
1.410 |
| High: |
1.410 |
| Low: |
1.400 |
| Previous Close: |
1.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+14.75% |
| 3 Months |
|
|
+4.48% |
| YTD |
|
|
+44.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.440 |
1.220 |
| 6M High / 6M Low: |
1.490 |
0.710 |
| High (YTD): |
2024-03-11 |
1.490 |
| Low (YTD): |
2024-01-03 |
0.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.339 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.154 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.35% |
| Volatility 6M: |
|
86.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
