UBS Call 90 NVDA/ CH1329498005 /
| 2024-06-21 8:04:24 AM | Chg.+1.350 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 39.270EUR | +3.56% | - 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: | 39.220 |
|---|---|
| High: | 39.290 |
| Low: | 39.220 |
| Previous Close: | 37.920 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +390.88% | ||
| 3 Months | +270.12% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 45.910 | 37.920 |
|---|---|---|
| 1M High / 1M Low: | 45.910 | 7.870 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 40.784 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 26.620 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 272.23% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
