UBS Call 236 3V64 20.09.2024
/ CH1272031860
UBS Call 236 3V64 20.09.2024/ CH1272031860 /
| 8/16/2024 3:20:12 PM |
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 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
8/20/2024 |
| 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): |
3/21/2024 |
5.730 |
| Low (YTD): |
7/25/2024 |
1.970 |
| 52W High: |
3/21/2024 |
5.730 |
| 52W Low: |
7/25/2024 |
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: |
|
- |
