UBS Call 262 3V64 20.09.2024
/ CH1272031993
UBS Call 262 3V64 20.09.2024/ CH1272031993 /
2024-08-16 9:56:29 PM |
Chg.+0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
+6.25% |
- Bid Size: - |
- Ask Size: - |
VISA INC. CL. A DL -... |
262.00 - |
2024-09-20 |
Call |
Master data
WKN: |
UL6GWZ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
VISA INC. CL. A DL -,0001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
262.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-06-15 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
27.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.13 |
Parity: |
-1.88 |
Time value: |
0.88 |
Break-even: |
270.80 |
Moneyness: |
0.93 |
Premium: |
0.11 |
Premium p.a.: |
2.07 |
Spread abs.: |
0.08 |
Spread %: |
10.00% |
Delta: |
0.36 |
Theta: |
-0.22 |
Omega: |
9.93 |
Rho: |
0.08 |
Quote data
Open: |
0.810 |
High: |
0.920 |
Low: |
0.740 |
Previous Close: |
0.800 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+44.07% |
1 Month |
|
|
-36.57% |
3 Months |
|
|
-65.59% |
YTD |
|
|
-57.07% |
1 Year |
|
|
-50.87% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.800 |
0.540 |
1M High / 1M Low: |
1.550 |
0.440 |
6M High / 6M Low: |
3.660 |
0.440 |
High (YTD): |
2024-03-21 |
3.660 |
Low (YTD): |
2024-07-25 |
0.440 |
52W High: |
2024-03-21 |
3.660 |
52W Low: |
2024-07-25 |
0.440 |
Avg. price 1W: |
|
0.612 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.833 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.012 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.955 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
351.83% |
Volatility 6M: |
|
185.38% |
Volatility 1Y: |
|
143.85% |
Volatility 3Y: |
|
- |