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UBS Call 64 CCC3 21.06.2024/  CH1240322946  /

UBS Investment Bank
5/17/2024  9:12:59 PM Chg.-0.013 Bid9:12:59 PM Ask9:12:59 PM Underlying Strike price Expiration date Option type
0.059EUR -18.06% 0.059
Bid Size: 100,000		 0.100
Ask Size: 100,000		 COCA-COLA CO. D... 64.00 - 6/21/2024 Call
 

Master data

WKN: UL1AW6
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: COCA-COLA CO. DL-,25
Type: Warrant
Option type: Call
Strike price: 64.00 -
Maturity: 6/21/2024
Issue date: 12/28/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 58.26
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.12
Parity: -0.57
Time value: 0.10
Break-even: 65.00
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 2.13
Spread abs.: 0.03
Spread %: 38.89%
Delta: 0.25
Theta: -0.03
Omega: 14.54
Rho: 0.01
 

Quote data

Open: 0.066
High: 0.077
Low: 0.056
Previous Close: 0.072
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.16%
1 Month  
+555.56%
3 Months
  -41.58%
YTD
  -58.74%
1 Year
  -88.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.092 0.068
1M High / 1M Low: 0.092 0.009
6M High / 6M Low: 0.202 0.007
High (YTD): 1/12/2024 0.184
Low (YTD): 4/16/2024 0.007
52W High: 5/17/2023 0.500
52W Low: 4/16/2024 0.007
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.106
Avg. volume 6M:   0.000
Avg. price 1Y:   0.192
Avg. volume 1Y:   0.000
Volatility 1M:   500.04%
Volatility 6M:   314.88%
Volatility 1Y:   246.41%
Volatility 3Y:   -