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UBS Call 590 1YD 21.06.2024/  CH1209977367  /

EUWAX
2024-06-20  9:41:43 AM Chg.+0.28 Bid4:10:25 PM Ask4:10:25 PM Underlying Strike price Expiration date Option type
11.54EUR +2.49% 11.07
Bid Size: 50,000		 -
Ask Size: -		 BROADCOM INC. DL... 590.00 - 2024-06-21 Call
 

Master data

WKN: UK6M99
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BROADCOM INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 590.00 -
Maturity: 2024-06-21
Issue date: 2022-08-15
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 1.48
Leverage: Yes

Calculated values

Fair value: 10.87
Intrinsic value: 10.87
Implied volatility: 16.32
Historic volatility: 0.34
Parity: 10.87
Time value: 0.43
Break-even: 1,720.00
Moneyness: 2.84
Premium: 0.03
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.09%
Delta: 0.95
Theta: -73.25
Omega: 1.41
Rho: 0.01
 

Quote data

Open: 11.54
High: 11.54
Low: 11.54
Previous Close: 11.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.14%
1 Month  
+54.48%
3 Months  
+90.43%
YTD  
+137.94%
1 Year  
+293.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.93 10.20
1M High / 1M Low: 11.93 6.67
6M High / 6M Low: 11.93 4.28
High (YTD): 2024-06-18 11.93
Low (YTD): 2024-01-05 4.28
52W High: 2024-06-18 11.93
52W Low: 2023-09-27 2.39
Avg. price 1W:   10.95
Avg. volume 1W:   0.00
Avg. price 1M:   8.20
Avg. volume 1M:   0.00
Avg. price 6M:   6.57
Avg. volume 6M:   0.00
Avg. price 1Y:   4.76
Avg. volume 1Y:   1.27
Volatility 1M:   100.14%
Volatility 6M:   73.27%
Volatility 1Y:   77.21%
Volatility 3Y:   -