OverviewChartNewsTraderScreen

UBS Call 590 1YD 21.06.2024/  CH1209977367  /

UBS Investment Bank
2024-06-18  9:55:33 PM Chg.-0.280 Bid- Ask- Underlying Strike price Expiration date Option type
11.280EUR -2.42% -
Bid Size: -		 -
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: 1.47
Leverage: Yes

Calculated values

Fair value: 11.13
Intrinsic value: 11.13
Implied volatility: 9.45
Historic volatility: 0.34
Parity: 11.13
Time value: 0.42
Break-even: 1,745.00
Moneyness: 2.89
Premium: 0.02
Premium p.a.: 18.54
Spread abs.: -0.01
Spread %: -0.09%
Delta: 0.95
Theta: -24.29
Omega: 1.40
Rho: 0.04
 

Quote data

Open: 11.840
High: 12.020
Low: 11.130
Previous Close: 11.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.61%
1 Month  
+52.02%
3 Months  
+88.31%
YTD  
+130.20%
1 Year  
+294.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.560 8.380
1M High / 1M Low: 11.560 6.670
6M High / 6M Low: 11.560 4.290
High (YTD): 2024-06-17 11.560
Low (YTD): 2024-01-05 4.290
52W High: 2024-06-17 11.560
52W Low: 2023-09-21 2.370
Avg. price 1W:   10.418
Avg. volume 1W:   0.000
Avg. price 1M:   8.095
Avg. volume 1M:   0.000
Avg. price 6M:   6.554
Avg. volume 6M:   0.000
Avg. price 1Y:   4.736
Avg. volume 1Y:   0.000
Volatility 1M:   94.29%
Volatility 6M:   72.77%
Volatility 1Y:   75.34%
Volatility 3Y:   -