UBS Call 205 UNP 20.09.2024/  CH1272027306  /

Frankfurt Zert./UBS
16/08/2024  08:23:56 Chg.+0.230 Bid15:20:02 Ask- Underlying Strike price Expiration date Option type
3.010EUR +8.27% -
Bid Size: -
-
Ask Size: -
UNION PAC. DL... 205.00 - 20/09/2024 Call
 

Master data

WKN: UL6AYY
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: UNION PAC. DL 2,50
Type: Warrant
Option type: Call
Strike price: 205.00 -
Maturity: 20/09/2024
Issue date: 15/06/2023
Last trading day: 20/08/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.33
Leverage: Yes

Calculated values

Fair value: 2.04
Intrinsic value: 2.02
Implied volatility: 1.26
Historic volatility: 0.15
Parity: 2.02
Time value: 1.05
Break-even: 235.70
Moneyness: 1.10
Premium: 0.05
Premium p.a.: 3.56
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.71
Theta: -0.79
Omega: 5.18
Rho: 0.04
 

Quote data

Open: 3.010
High: 3.010
Low: 3.010
Previous Close: 2.780
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -2.90%
3 Months  
+9.06%
YTD
  -35.13%
1 Year  
+10.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 3.100 2.590
6M High / 6M Low: 4.940 1.430
High (YTD): 23/02/2024 5.370
Low (YTD): 17/06/2024 1.430
52W High: 23/02/2024 5.370
52W Low: 17/06/2024 1.430
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   2.883
Avg. volume 1M:   0.000
Avg. price 6M:   3.237
Avg. volume 6M:   0.000
Avg. price 1Y:   3.421
Avg. volume 1Y:   0.000
Volatility 1M:   141.06%
Volatility 6M:   188.44%
Volatility 1Y:   142.31%
Volatility 3Y:   -