UBS Call 236 3V64 20.09.2024
/ CH1272031860
UBS Call 236 3V64 20.09.2024/ CH1272031860 /
16/08/2024 15:20:12 |
Chg.-0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.880EUR |
-1.03% |
- Bid Size: - |
- Ask Size: - |
VISA INC. CL. A DL -... |
236.00 - |
20/09/2024 |
Call |
Master data
WKN: |
UL6HMK |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
VISA INC. CL. A DL -,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
236.00 - |
Maturity: |
20/09/2024 |
Issue date: |
15/06/2023 |
Last trading day: |
20/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.42 |
Intrinsic value: |
1.37 |
Implied volatility: |
1.03 |
Historic volatility: |
0.13 |
Parity: |
1.37 |
Time value: |
1.56 |
Break-even: |
265.30 |
Moneyness: |
1.06 |
Premium: |
0.06 |
Premium p.a.: |
2.67 |
Spread abs.: |
0.05 |
Spread %: |
1.74% |
Delta: |
0.65 |
Theta: |
-0.62 |
Omega: |
5.50 |
Rho: |
0.06 |
Quote data
Open: |
2.940 |
High: |
2.970 |
Low: |
2.860 |
Previous Close: |
2.910 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-3.03% |
3 Months |
|
|
-20.00% |
YTD |
|
|
-19.10% |
1 Year |
|
|
-17.24% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.910 |
2.160 |
6M High / 6M Low: |
5.730 |
1.970 |
High (YTD): |
21/03/2024 |
5.730 |
Low (YTD): |
25/07/2024 |
1.970 |
52W High: |
21/03/2024 |
5.730 |
52W Low: |
25/07/2024 |
1.970 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
2.459 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.872 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.694 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
108.34% |
Volatility 6M: |
|
106.16% |
Volatility 1Y: |
|
88.38% |
Volatility 3Y: |
|
- |