UBS Call 58 1NBA 21.06.2024
/ CH1285196908
UBS Call 58 1NBA 21.06.2024/ CH1285196908 /
| 31/05/2024 19:37:10 |
Chg.-0.010 |
Bid19:59:49 |
Ask19:59:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.077EUR |
-11.49% |
0.074
Bid Size: 10,000 |
0.104
Ask Size: 10,000 |
ANHEUSER-BUSCH INBEV |
58.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
UL8R9F |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ANHEUSER-BUSCH INBEV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
14/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
47.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-0.04 |
| Time value: |
0.12 |
| Break-even: |
59.22 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.03 |
| Spread %: |
32.61% |
| Delta: |
0.48 |
| Theta: |
-0.04 |
| Omega: |
22.71 |
| Rho: |
0.01 |
Quote data
| Open: |
0.081 |
| High: |
0.092 |
| Low: |
0.073 |
| Previous Close: |
0.087 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-68.83% |
| 1 Month |
|
|
+1.32% |
| 3 Months |
|
|
-42.96% |
| YTD |
|
|
-80.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.233 |
0.077 |
| 1M High / 1M Low: |
0.440 |
0.074 |
| 6M High / 6M Low: |
0.480 |
0.043 |
| High (YTD): |
07/02/2024 |
0.480 |
| Low (YTD): |
18/04/2024 |
0.043 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.125 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.221 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.247 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
466.55% |
| Volatility 6M: |
|
277.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
