UBS Call 242 3V64 20.09.2024
/ CH1272031894
UBS Call 242 3V64 20.09.2024/ CH1272031894 /
2024-08-16 3:20:12 PM |
Chg.-0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.360EUR |
-0.84% |
- Bid Size: - |
- Ask Size: - |
VISA INC. CL. A DL -... |
242.00 - |
2024-09-20 |
Call |
Master data
WKN: |
UL6JT2 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
VISA INC. CL. A DL -,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
242.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-06-15 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.12 |
Implied volatility: |
0.79 |
Historic volatility: |
0.13 |
Parity: |
0.12 |
Time value: |
2.34 |
Break-even: |
266.60 |
Moneyness: |
1.00 |
Premium: |
0.10 |
Premium p.a.: |
1.61 |
Spread abs.: |
0.08 |
Spread %: |
3.36% |
Delta: |
0.56 |
Theta: |
-0.35 |
Omega: |
5.55 |
Rho: |
0.11 |
Quote data
Open: |
2.410 |
High: |
2.440 |
Low: |
2.330 |
Previous Close: |
2.380 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+22.28% |
1 Month |
|
|
-16.31% |
3 Months |
|
|
-41.73% |
YTD |
|
|
-25.32% |
1 Year |
|
|
-10.94% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.380 |
1.880 |
1M High / 1M Low: |
3.060 |
1.520 |
6M High / 6M Low: |
5.240 |
1.520 |
High (YTD): |
2024-03-21 |
5.240 |
Low (YTD): |
2024-07-25 |
1.520 |
52W High: |
2024-03-21 |
5.240 |
52W Low: |
2024-07-25 |
1.520 |
Avg. price 1W: |
|
2.022 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.187 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.497 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.238 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
206.35% |
Volatility 6M: |
|
116.03% |
Volatility 1Y: |
|
95.26% |
Volatility 3Y: |
|
- |