UBS Call 64 1NBA 21.06.2024
/ CH1302928077
UBS Call 64 1NBA 21.06.2024/ CH1302928077 /
| 17/05/2024 21:54:51 |
Chg.+0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.052EUR |
+62.50% |
-
Bid Size: - |
-
Ask Size: - |
ANHEUSER-BUSCH INBEV |
64.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
UL9JHZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ANHEUSER-BUSCH INBEV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
02/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
75.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-0.19 |
| Time value: |
0.08 |
| Break-even: |
64.82 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.03 |
| Spread %: |
57.69% |
| Delta: |
0.34 |
| Theta: |
-0.02 |
| Omega: |
25.87 |
| Rho: |
0.02 |
Quote data
| Open: |
0.031 |
| High: |
0.064 |
| Low: |
0.030 |
| Previous Close: |
0.032 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+420.00% |
| 1 Month |
|
|
+5100.00% |
| 3 Months |
|
|
-42.22% |
| YTD |
|
|
-62.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.052 |
0.012 |
| 1M High / 1M Low: |
0.052 |
0.001 |
| 6M High / 6M Low: |
0.178 |
0.001 |
| High (YTD): |
10/01/2024 |
0.178 |
| Low (YTD): |
07/05/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.012 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.073 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
8,176.92% |
| Volatility 6M: |
|
3,342.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
