UBS Call 50 1NBA 21.06.2024
/ CH1285185760
UBS Call 50 1NBA 21.06.2024/ CH1285185760 /
| 17/05/2024 09:39:39 |
Chg.+0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.190EUR |
+5.31% |
-
Bid Size: - |
-
Ask Size: - |
ANHEUSER-BUSCH INBEV |
50.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
UL8QXF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ANHEUSER-BUSCH INBEV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
14/09/2023 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
1.97 |
| Historic volatility: |
0.18 |
| Parity: |
0.73 |
| Time value: |
0.39 |
| Break-even: |
61.20 |
| Moneyness: |
1.15 |
| Premium: |
0.07 |
| Premium p.a.: |
10.35 |
| Spread abs.: |
0.03 |
| Spread %: |
2.75% |
| Delta: |
0.72 |
| Theta: |
-0.32 |
| Omega: |
3.68 |
| Rho: |
0.01 |
Quote data
| Open: |
1.130 |
| High: |
1.190 |
| Low: |
1.130 |
| Previous Close: |
1.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+23.96% |
| 3 Months |
|
|
+46.91% |
| YTD |
|
|
+20.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.190 |
1.010 |
| 6M High / 6M Low: |
1.190 |
0.420 |
| High (YTD): |
17/05/2024 |
1.190 |
| Low (YTD): |
17/04/2024 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.096 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.812 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
18.15% |
| Volatility 6M: |
|
115.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
