UBS Call 270 V 20.09.2024
/ DE000UL74QB9
UBS Call 270 V 20.09.2024/ DE000UL74QB9 /
| 2024-07-08 12:46:07 PM |
Chg.+0.010 |
Bid2024-07-08 |
Ask2024-07-08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+1.61% |
0.630
Bid Size: 7,500 |
0.650
Ask Size: 7,500 |
Visa Inc |
270.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
UL74QB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Visa Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
39.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.12 |
| Parity: |
0.03 |
| Time value: |
0.61 |
| Break-even: |
255.81 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
0.58 |
| Theta: |
-0.05 |
| Omega: |
22.45 |
| Rho: |
0.28 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.00% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
-16.00% |
| YTD |
|
|
+5.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.500 |
| 1M High / 1M Low: |
0.790 |
0.500 |
| 6M High / 6M Low: |
0.870 |
0.500 |
| High (YTD): |
2024-03-21 |
0.870 |
| Low (YTD): |
2024-07-01 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.665 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.731 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.72% |
| Volatility 6M: |
|
68.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
