UBS Call 90 NVDA/ CH1329498005 /
2024-06-20 5:39:27 PM | Chg.-0.630 | Bid9:59:31 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
45.390EUR | -1.37% | - Bid Size: - |
- Ask Size: - |
NVIDIA Corporation | 90.00 USD | 2024-06-21 | Call |
Master data
WKN: | UM23BE |
---|---|
Issuer: | UBS AG, LONDON BRANCH |
Currency: | EUR |
Underlying: | NVIDIA Corporation |
Type: | Warrant |
Option type: | Call |
Strike price: | 90.00 USD |
Maturity: | 2024-06-21 |
Issue date: | 2024-03-08 |
Last trading day: | 2024-06-20 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 2.74 |
Leverage: | Yes |
Calculated values
Fair value: | 42.42 |
---|---|
Intrinsic value: | 42.41 |
Implied volatility: | 7.94 |
Historic volatility: | 0.40 |
Parity: | 42.41 |
Time value: | 3.61 |
Break-even: | 129.76 |
Moneyness: | 1.51 |
Premium: | 0.03 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.11 |
Spread %: | 0.24% |
Delta: | 0.88 |
Theta: | -5.13 |
Omega: | 2.42 |
Rho: | 0.00 |
Quote data
Open: | 47.260 |
---|---|
High: | 47.620 |
Low: | 45.330 |
Previous Close: | 46.020 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +16.80% | ||
---|---|---|---|
1 Month | +474.56% | ||
3 Months | +325.80% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 46.020 | 38.860 |
---|---|---|
1M High / 1M Low: | 46.020 | 7.900 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 42.376 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 26.857 | |
Avg. volume 1M: | 45.455 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 216.82% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |