UBS Call 480 TN8 21.06.2024
/ CH1226259567
UBS Call 480 TN8 21.06.2024/ CH1226259567 /
| 2024-05-17 9:25:59 AM |
Chg.-0.030 |
Bid2024-05-17 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
-2.59% |
-
Bid Size: - |
-
Ask Size: - |
THERMO FISH.SCIENTIF... |
480.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK8HW8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
THERMO FISH.SCIENTIF.DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-24 |
| Last trading day: |
2024-05-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
2.10 |
| Historic volatility: |
0.19 |
| Parity: |
0.42 |
| Time value: |
0.71 |
| Break-even: |
593.00 |
| Moneyness: |
1.09 |
| Premium: |
0.14 |
| Premium p.a.: |
14.33 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.66 |
| Theta: |
-2.57 |
| Omega: |
3.06 |
| Rho: |
0.11 |
Quote data
| Open: |
1.130 |
| High: |
1.130 |
| Low: |
1.130 |
| Previous Close: |
1.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+15.31% |
| 3 Months |
|
|
+0.89% |
| YTD |
|
|
+48.68% |
| 1 Year |
|
|
+18.95% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.190 |
0.960 |
| 6M High / 6M Low: |
1.220 |
0.530 |
| High (YTD): |
2024-03-08 |
1.220 |
| Low (YTD): |
2024-04-18 |
0.730 |
| 52W High: |
2023-07-25 |
1.260 |
| 52W Low: |
2023-10-27 |
0.290 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.064 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.915 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.851 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
83.53% |
| Volatility 6M: |
|
100.84% |
| Volatility 1Y: |
|
109.38% |
| Volatility 3Y: |
|
- |
