UBS Call 270 V 20.09.2024
/ DE000UL74QB9
UBS Call 270 V 20.09.2024/ DE000UL74QB9 /
| 2024-08-01 8:03:55 AM |
Chg.+0.050 |
Bid4:45:08 PM |
Ask4:45:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+11.11% |
0.490
Bid Size: 20,000 |
0.500
Ask Size: 20,000 |
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: |
48.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.13 |
| Parity: |
-0.40 |
| Time value: |
0.51 |
| Break-even: |
254.55 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.44 |
| Theta: |
-0.07 |
| Omega: |
21.38 |
| Rho: |
0.14 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.25% |
| 1 Month |
|
|
-3.85% |
| 3 Months |
|
|
-27.54% |
| YTD |
|
|
-18.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.320 |
| 1M High / 1M Low: |
0.660 |
0.320 |
| 6M High / 6M Low: |
0.870 |
0.320 |
| High (YTD): |
2024-03-22 |
0.870 |
| Low (YTD): |
2024-07-26 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.517 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.708 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.77% |
| Volatility 6M: |
|
99.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
