UBS Call 80 P911 17.06.2024
/ DE000UL0EPC6
UBS Call 80 P911 17.06.2024/ DE000UL0EPC6 /
| 2024-06-07 7:32:27 PM |
Chg.-0.013 |
Bid7:43:37 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.055EUR |
-19.12% |
-
Bid Size: - |
-
Ask Size: - |
Porsche AG Vz |
80.00 EUR |
2024-06-17 |
Call |
Master data
| WKN: |
UL0EPC |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Porsche AG Vz |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-01-06 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
139.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.27 |
| Parity: |
-0.46 |
| Time value: |
0.05 |
| Break-even: |
80.54 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
13.66 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.20 |
| Theta: |
-0.08 |
| Omega: |
27.77 |
| Rho: |
0.00 |
Quote data
| Open: |
0.058 |
| High: |
0.068 |
| Low: |
0.055 |
| Previous Close: |
0.068 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.06% |
| 1 Month |
|
|
-80.36% |
| 3 Months |
|
|
-86.25% |
| YTD |
|
|
-86.25% |
| 1 Year |
|
|
-93.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.085 |
0.055 |
| 1M High / 1M Low: |
0.490 |
0.055 |
| 6M High / 6M Low: |
0.840 |
0.055 |
| High (YTD): |
2024-04-11 |
0.840 |
| Low (YTD): |
2024-06-07 |
0.055 |
| 52W High: |
2023-08-02 |
0.910 |
| 52W Low: |
2024-06-07 |
0.055 |
| Avg. price 1W: |
|
0.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.181 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.428 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.600 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
333.11% |
| Volatility 6M: |
|
213.87% |
| Volatility 1Y: |
|
158.79% |
| Volatility 3Y: |
|
- |
