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UBS Call 590 1YD 21.06.2024/  CH1209977367  /

UBS Investment Bank
6/19/2024  1:39:19 PM Chg.-0.020 Bid1:39:19 PM Ask- Underlying Strike price Expiration date Option type
11.260EUR -0.18% 11.260
Bid Size: 10,000		 -
Ask Size: -		 BROADCOM INC. DL... 590.00 - 6/21/2024 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: 6/21/2024
Issue date: 8/15/2022
Last trading day: 6/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 1.49
Leverage: Yes

Calculated values

Fair value: 10.89
Intrinsic value: 10.89
Implied volatility: 11.28
Historic volatility: 0.34
Parity: 10.89
Time value: 0.39
Break-even: 1,718.00
Moneyness: 2.84
Premium: 0.02
Premium p.a.: 68.61
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -34.69
Omega: 1.42
Rho: 0.03
 

Quote data

Open: 11.320
High: 11.360
Low: 11.160
Previous Close: 11.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.37%
1 Month  
+51.75%
3 Months  
+87.98%
YTD  
+129.80%
1 Year  
+293.71%
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): 6/17/2024 11.560
Low (YTD): 1/5/2024 4.290
52W High: 6/17/2024 11.560
52W Low: 9/21/2023 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:   -